On large deviations for compound mixed Poisson process

MaRDI QIDQ2799623zbMATH OpenFDO

Authors Aurelija Kasparavičiūtė, Dovilė Deltuvienė

Publication date 13 April 2016

Published in Lietuvos Matematikos Rinkinys. Proceedings of the Lithuanian Mathematical Society. Series A (Search for Journal in Brave)

zbMATH Keywords

compound mixed Poisson processcumulantsexponential inequalitieslarge deviations

Mathematics Subject Classification ID

Large deviations (60F10) Point processes (e.g., Poisson, Cox, Hawkes processes) (60G55)

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Cited in

(8)

• On the asymptotic behavior of mixed Poisson processes
• Compound Poisson limit theorems for high-level exceedances of some non-stationary processes
• Asymptotic expansion for the distribution density function of the compound Poisson process in large deviations
• Non-central moderate deviations for compound fractional Poisson processes
• The local principle of large deviations for compound Poisson process with catastrophes
• Exact asymptotics for small deviations of compound Poisson process
• scientific article; zbMATH DE number 1112658 (Why is no real title available?)
• The large deviation principle for a compound Poisson process

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