Large deviations for Poisson random measures and processes with independent increments

DOI10.1016/S0304-4149(99)00067-8zbMath0997.60017WikidataQ127579747 ScholiaQ127579747MaRDI QIDQ1613583

Christian Léonard

Publication date: 29 August 2002

Published in: Stochastic Processes and their Applications (Search for Journal in Brave)

zbMATH Keywords

Poisson point processesOrlicz spaceslarge deviationsPoisson random measuresprocesses with independent increments

Mathematics Subject Classification ID

Large deviations (60F10) Random measures (60G57) Point processes (e.g., Poisson, Cox, Hawkes processes) (60G55) Markov processes (60J99)

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