The large deviation principle for a compound Poisson process

Research output: Contribution to journal › Article › peer-review

Original language	English
Pages (from-to)	160-186
Number of pages	27
Journal	Siberian Advances in Mathematics
Volume	27
Issue number	3
DOIs	https://doi.org/10.3103/S1055134417030026
Publication status	Published - 1 Jul 2017

Borovkov metric, Chebyshev-type inequality, compound Poisson process, compound renewal process, Cramér condition, deviation rate function, extended large deviation principle, function of bounded variation, large deviation principle

ID: 9916910