The large deviation principle for a compound Poisson process (Q5374056)

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scientific article; zbMATH DE number 6857106
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    The large deviation principle for a compound Poisson process
    scientific article; zbMATH DE number 6857106

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      The large deviation principle for a compound Poisson process (English)
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      6 April 2018
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      compound Poisson process
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      compound renewal process
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      Cramer condition
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      deviation rate function
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      large deviation principle
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      extended large deviation principle
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      function of bounded variation
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      Borovkov metric
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      Chebyshev-type inequality
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