Th�or�mes de grandes deviations pour des mesures al�atoires

DOI10.1007/BF00532795zbMath0514.60031OpenAlexW113961577MaRDI QIDQ3660602

Abderrahmen Touati, Frédéric Portal

Publication date: 1984

Published in: Zeitschrift für Wahrscheinlichkeitstheorie und verwandte Gebiete (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/bf00532795

zbMATH Keywords

statistical applicationsempirical lawKullback informationpredictable compensator

Mathematics Subject Classification ID

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

Related Items (1)

Large deviation probabilities in estimation of Poisson random measures

Cites Work

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• [https://portal.mardi4nfdi.de/wiki/Publication:4181051 Majorations de Chernoff pour des cha�nes de Markov contr�l�es]
• On the Probability of Large Deviations of Families of Sample Means

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