On asymptotic behavior for probabilities of large deviations of compound Cox processes (Q1037022)

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.