Asymptotic expansion for the distribution density function of the compound Poisson process in large deviations (Q1692251)

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scientific article; zbMATH DE number 6830087
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Asymptotic expansion for the distribution density function of the compound Poisson process in large deviations
scientific article; zbMATH DE number 6830087

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    Asymptotic expansion for the distribution density function of the compound Poisson process in large deviations (English)
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    26 January 2018
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    compound Poisson process
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    theorems of large deviations
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    asymptotic expansion
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    cumulant method
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