Large deviations for processes on half-line: random walk and compound Poisson (Q2633584)
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scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Large deviations for processes on half-line: random walk and compound Poisson |
scientific article |
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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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