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Large deviations for processes on half-line: random walk and compound Poisson - MaRDI portal

Large deviations for processes on half-line: random walk and compound Poisson (Q2633584)

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Large deviations for processes on half-line: random walk and compound Poisson
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    Large deviations for processes on half-line: random walk and compound Poisson (English)
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    9 May 2019
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    large deviations
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    random walk
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    compound Poisson process
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    Cramer's condition
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    rate function
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    extended large deviation principle
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