Convex large deviation rate functions under mixtures of linear transformations, with an application to ruin theory (Q886118)
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scientific article; zbMATH DE number 5167462
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Convex large deviation rate functions under mixtures of linear transformations, with an application to ruin theory |
scientific article; zbMATH DE number 5167462 |
Statements
Convex large deviation rate functions under mixtures of linear transformations, with an application to ruin theory (English)
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26 June 2007
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large deviations theory
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convex rate function
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Gärtner-Ellis theorem
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ruin probability
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