The large deviation principle for a compound Poisson process
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Publication:5374056
DOI10.3103/S1055134417030026zbMath1399.60036OpenAlexW2751332758MaRDI QIDQ5374056
Anatoliĭ Alfredovich Mogul'skiĭ
Publication date: 6 April 2018
Published in: Siberian Advances in Mathematics (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.3103/s1055134417030026
large deviation principleCramer conditionfunction of bounded variationcompound Poisson processcompound renewal processChebyshev-type inequalityextended large deviation principleBorovkov metricdeviation rate function
Related Items (4)
Large deviations for processes on half-line: random walk and compound Poisson ⋮ The extended large deviation principle for a process with independent increments ⋮ Extended large deviation principle for trajectories of processes with independent and stationary increments on the half-line ⋮ Large deviations for Markov jump processes in periodic and locally periodic environments
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