The local principle of large deviations for compound Poisson process with catastrophes

DOI10.1214/20-BJPS472zbMath1471.60039arXiv1806.07459OpenAlexW3154944629MaRDI QIDQ2233652

Publication date: 11 October 2021

Published in: Brazilian Journal of Probability and Statistics (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1806.07459

zbMATH Keywords

large deviation principle compound Poisson processes local large deviation principle processes with catastrophes processes with resettings

Mathematics Subject Classification ID

Extreme value theory; extremal stochastic processes (60G70) Large deviations (60F10) Continuous-time Markov processes on discrete state spaces (60J27)

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