|
This article is cited in 6 scientific papers (total in 6 papers)
Cramér asymptotics in a system with slow and fast Markovian motions
V. I. Bakhtin Belarusian State University, Faculty of Physics
Abstract:
A cascade with fast and slow motions is considered in which the rapid motions constitute an ergodic Markov chain. Asymptotics of the probabilities of large deviations of the Cramér type are calculated for the difference between the slow component of the cascade trajectory and some averaged trajectory. The Taylor expansions in the powers of a small parameter are calculated for the semi-invariants of the difference which are smoothly dependent on time.
Keywords:
averaging, system with fast and slow motions, Markov chain, semi-invariant, large deviations, Cramér's asymptotics.
Received: 26.09.1994 Revised: 10.10.1997
Citation:
V. I. Bakhtin, “Cramér asymptotics in a system with slow and fast Markovian motions”, Teor. Veroyatnost. i Primenen., 44:1 (1999), 14–33; Theory Probab. Appl., 44:1 (2000), 1–17
Linking options:
https://www.mathnet.ru/eng/tvp595https://doi.org/10.4213/tvp595 https://www.mathnet.ru/eng/tvp/v44/i1/p14
|
Statistics & downloads: |
Abstract page: | 303 | Full-text PDF : | 88 | First page: | 15 |
|