Probabilities of large deviations for sums of random number of i. i. d. random variables and its application to a compound Poisson process

DOI10.3836/TJM/1270042109zbMath0899.60024OpenAlexW2084066891MaRDI QIDQ1382845

Haruyoshi Mita

Publication date: 12 November 1998

Published in: Tokyo Journal of Mathematics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.3836/tjm/1270042109

zbMATH Keywords

compound Poisson processexponentially distributed random variablessum of random number

Mathematics Subject Classification ID

Large deviations (60F10)

Related Items (3)

Asymptotic expansion for the distribution density function of the compound Poisson process in large deviations ⋮ Cramér-type moderate deviation for Studentized compound Poisson sum ⋮ Asymptotic Properties of the Approximate Inverse Estimator for Directional Distributions

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