Functional central limit theorems and moderate deviations for Poisson cluster processes

DOI10.1017/apr.2020.25zbMath1473.60060OpenAlexW3087922669MaRDI QIDQ5005039

Yujing Wang, Fu Qing Gao

Publication date: 4 August 2021

Published in: Advances in Applied Probability (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1017/apr.2020.25

zbMATH Keywords

large deviationcentral limit theoremmoderate deviationmaximal inequalityHawkes processPoisson cluster process

Mathematics Subject Classification ID

Large deviations (60F10) Functional limit theorems; invariance principles (60F17) Point processes (e.g., Poisson, Cox, Hawkes processes) (60G55)

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