Nonlinear Approximation in the Large Deviations Principle

  • Oksana Yarova Ivan
  • Ya. I. Yeleyko
DOI: https://doi.org/10.19139/soic.v6i4.317
Keywords: Markov process, Poisson approximation, L\'evy approximation, Generator of random process

Abstract

The Markov random processes and their approximations are considered. The main object of study is the exponential generator of random processes with independent increments, which are the solution of the problems of large deviations. These processes satisfy the conditions that make it possible to consider the Poisson and Levy approximation. Generators of random processes are normalized by nonlinear parameters. Found an explicit form of normalization parameter estimation.

Author Biography

Oksana Yarova, Ivan
Department of theoretical and applied statistics

References

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Published
2018-11-02
How to Cite
Yarova, O., & I. Yeleyko, Y. (2018). Nonlinear Approximation in the Large Deviations Principle. Statistics, Optimization & Information Computing, 6(4), 600-608. https://doi.org/10.19139/soic.v6i4.317
Issue
Vol 6 No 4 (2018)
Section
Research Articles
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