On asymptotic behavior for probabilities of large deviations of compound Cox processes (Q1037022)
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scientific article; zbMATH DE number 5632989
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| English | On asymptotic behavior for probabilities of large deviations of compound Cox processes |
scientific article; zbMATH DE number 5632989 |
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On asymptotic behavior for probabilities of large deviations of compound Cox processes (English)
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13 November 2009
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The author derives logarithmic asymptotics for probabilities of large deviations for compound Cox processes. It is shown that under appropriate conditions, these asymptotics are the same as those for sums of independent random variables and processes with independent increments. When these conditions fail, the asymptotics of large deviations probabilities for compound Cox processes are quite different.
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large deviations
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compound Cox process
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0.92485511302948
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0.793133020401001
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0.7906676530838013
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