The large deviation principle for a compound Poisson process

DOI10.3103/S1055134417030026MaRDI QIDQ5374056zbMATH OpenOpenAlexFDO

Authors Anatoli Mogulskii

Publication date 6 April 2018

Published in Siberian Advances in Mathematics (Search for Journal in Brave)

Full work available at URL https://doi.org/10.3103/s1055134417030026

zbMATH Keywords

Borovkov metricChebyshev-type inequalitycompound Poisson processcompound renewal processCramer conditiondeviation rate functionextended large deviation principlefunction of bounded variationlarge deviation principle

Mathematics Subject Classification ID

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

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Cited in

(12)

• 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
• Large deviations for Markov jump processes in periodic and locally periodic environments
• Extended large deviation principle for trajectories of processes with independent and stationary increments on the half-line
• The local principle of large deviations for compound Poisson process with catastrophes
• The extended large deviation principle for a process with independent increments
• Large deviations for processes on half-line: random walk and compound Poisson
• On large deviations for compound mixed Poisson process
• 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 the On-Off Weibull Sojourn Process
• A spatially-dependent fragmentation process

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