Stochastic impulsive processes given by a sum of random variables on a superposition of two renewal processes are considered on increasing time intervals. Algorithms of average, diffusion approximation, and large deviation generators are realized in the series scheme with a small series parameter underm suitable scalings.

Stochastic impulsive processes on a superposition of two renewal processes / Koroliuc, Vs; Manca, Raimondo; D'Amico, Guglielmo. - In: JOURNAL OF MATHEMATICAL SCIENCES. - ISSN 1072-3374. - STAMPA. - 206:(2015), pp. 58-68.

Stochastic impulsive processes on a superposition of two renewal processes

MANCA, Raimondo;
2015

Abstract

Stochastic impulsive processes given by a sum of random variables on a superposition of two renewal processes are considered on increasing time intervals. Algorithms of average, diffusion approximation, and large deviation generators are realized in the series scheme with a small series parameter underm suitable scalings.
2015
Impulsive process; average; diffusion approximation; large deviation problem
01 Pubblicazione su rivista::01a Articolo in rivista
Stochastic impulsive processes on a superposition of two renewal processes / Koroliuc, Vs; Manca, Raimondo; D'Amico, Guglielmo. - In: JOURNAL OF MATHEMATICAL SCIENCES. - ISSN 1072-3374. - STAMPA. - 206:(2015), pp. 58-68.
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Utilizza questo identificativo per citare o creare un link a questo documento: https://hdl.handle.net/11573/865608
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