Non-central moderate deviations for compound fractional Poisson processes (Q2128927)

Moderate deviations often mean a class of deviation principles that fills the gap between a convergence in probablity to zero governed by a large deviation principle and a weak convergence to a centered Gaussian distribution. When the centered Gaussian distribution is replaced by a non-Gaussian distribution, the authors call the corresponding deviation principle non-central moderate deviations. In this paper, the authors study non-central moderate deviations for compound fractional Poisson processes with light-tailed jumps.