The large deviation principle for a compound Poisson process

被引：0

作者：

Mogul’skiĭ A.A. ^{[1
,2
]}

机构：

[1] Sobolev Institute of Mathematics, Novosibirsk

[2] Novosibirsk State University, Novosibirsk

来源：

Siberian Advances in Mathematics | 2017年 / 27卷 / 3期

基金：

俄罗斯基础研究基金会;

关键词：

Borovkov metric; Chebyshev-type inequality; compound Poisson process; compound renewal process; Cramér condition; deviation rate function; extended large deviation principle; function of bounded variation; large deviation principle;

D O I：

10.3103/S1055134417030026

中图分类号：

学科分类号：

摘要：

For a compound Poisson process, under the moment Cramér condition, the extended large deviation principle is established in the space of functions of bounded variation with the Borovkov metric. © 2017, Allerton Press, Inc.

引用

页码：160 / 186

页数：26

共 16 条

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