Cramér-type moderate deviation for Studentized compound Poisson sum

DOI10.1007/S10959-014-0542-3zbMATH Open1358.60046OpenAlexW2009205873MaRDI QIDQ904710FDOQ904710

Bing-Yi Jing, Wang Zhou, Qiying Wang

Publication date: 13 January 2016

Published in: Journal of Theoretical Probability (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s10959-014-0542-3

zbMATH Keywords

self-normalized compound Poisson sumStudentized compound Poisson sumCramér large deviation

Mathematics Subject Classification ID

Large deviations (60F10) Sums of independent random variables; random walks (60G50)

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Cited In (2)

• Central limit theorem and self-normalized Cramér-type moderate deviation for Euler-Maruyama scheme
• Asymptotic expansion for the distribution density function of the compound Poisson process in large deviations

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