Large deviations for fractional Poisson processes

DOI10.1016/j.spl.2013.01.017zbMath1266.60046arXiv1204.1446OpenAlexW1989492401MaRDI QIDQ1950771

Claudio Macci, Luisa Beghin

Publication date: 13 May 2013

Published in: Statistics \& Probability Letters (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1204.1446

zbMATH Keywords

Mittag-Leffler functionrelative entropyruin probabilityrenewal processweighted Poisson distribution

Mathematics Subject Classification ID

Fractional processes, including fractional Brownian motion (60G22) Large deviations (60F10)

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