The large deviation principle for a compound Poisson process (Q5374056)
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scientific article; zbMATH DE number 6857106
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | The large deviation principle for a compound Poisson process |
scientific article; zbMATH DE number 6857106 |
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The large deviation principle for a compound Poisson process (English)
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6 April 2018
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compound Poisson process
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compound renewal process
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Cramer condition
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deviation rate function
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large deviation principle
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extended large deviation principle
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function of bounded variation
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Borovkov metric
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Chebyshev-type inequality
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