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JOURNALS // Teoriya Veroyatnostei i ee Primeneniya // Archive

Teor. Veroyatnost. i Primenen., 1999 Volume 44, Issue 1, Pages 14–33 (Mi tvp595)

This article is cited 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

DOI: 10.4213/tvp595


 English version:
Theory of Probability and its Applications, 2000, 44:1, 1–17

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