Результаты исследований: Научные публикации в периодических изданиях › статья › Рецензирование
The large deviation principle for a compound Poisson process. / Mogul’skiĭ, A. A.
в: Siberian Advances in Mathematics, Том 27, № 3, 01.07.2017, стр. 160-186.Результаты исследований: Научные публикации в периодических изданиях › статья › Рецензирование
}
TY - JOUR
T1 - The large deviation principle for a compound Poisson process
AU - Mogul’skiĭ, A. A.
N1 - Publisher Copyright: © 2017, Allerton Press, Inc.
PY - 2017/7/1
Y1 - 2017/7/1
N2 - For a compound Poisson process, under the moment Cramér condition, the extended large deviation principle is established in the space of functions of bounded variation with the Borovkov metric.
AB - For a compound Poisson process, under the moment Cramér condition, the extended large deviation principle is established in the space of functions of bounded variation with the Borovkov metric.
KW - Borovkov metric
KW - Chebyshev-type inequality
KW - compound Poisson process
KW - compound renewal process
KW - Cramér condition
KW - deviation rate function
KW - extended large deviation principle
KW - function of bounded variation
KW - large deviation principle
UR - http://www.scopus.com/inward/record.url?scp=85028601052&partnerID=8YFLogxK
U2 - 10.3103/S1055134417030026
DO - 10.3103/S1055134417030026
M3 - Article
AN - SCOPUS:85028601052
VL - 27
SP - 160
EP - 186
JO - Siberian Advances in Mathematics
JF - Siberian Advances in Mathematics
SN - 1055-1344
IS - 3
ER -
ID: 9916910