Local precise large deviation probability for random sums

MaRDI QIDQ3071924zbMATH OpenFDO

Authors Li Huang, Ruixing Ming, Shaonan Zhou

Publication date 5 February 2011

zbMATH Keywords

large deviationlocal subexponentialityPoisson processrandom sum

Mathematics Subject Classification ID

Large deviations (60F10)

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Cited in

(5)

• Probabilities of large deviations for sums of random number of i. i. d. random variables and its application to a compound Poisson process
• Exact distribution of the local score for Markovian sequences
• The application for local precise large deviation probability of random sums
• Precise local large deviations for heavy-tailed random sums with applications to risk models
• scientific article; zbMATH DE number 6452665 (Why is no real title available?)

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