Matematicheskie Trudy
RUS  ENG    JOURNALS   PEOPLE   ORGANISATIONS   CONFERENCES   SEMINARS   VIDEO LIBRARY   PACKAGE AMSBIB  
General information
Latest issue
Archive
Impact factor

Search papers
Search references

RSS
Latest issue
Current issues
Archive issues
What is RSS


Mat. Tr.:
Year:
Volume:
Issue:
Page:
Find




Personal entry:
Login:
Password:
Save password
Enter
Forgotten password?
Register

Matematicheskie Trudy, 2016, Volume 19, Number 2, Pages 119–157
DOI: https://doi.org/10.17377/mattrudy.2016.19.205 (Mi mt308) 		 
This article is cited in 9 scientific papers (total in 9 papers)

The large deviation principle for a compound Poisson process

A. A. Mogul'skiĭab

a Sobolev Institute of Mathematics, Novosibirsk, Russia
b Novosibirsk State University, Novosibirsk, Russia
Full-text PDF (357 kB) Citations (9)
References:
PDF
HTML
DOI: https://doi.org/10.17377/mattrudy.2016.19.205
Abstract: 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.
Key words: compound Poisson process, compound renewal process, Cramér condition, deviation rate function, large deviation principle, extended large deviation principle, function of bounded variation, Borovkov metric, Chebyshev-type inequality.
Funding agency Grant number
Russian Foundation for Basic Research 14-01-00220_а
Received: 12.05.2015
English version:
Siberian Advances in Mathematics, 2017, Volume 27, Issue 3, Pages 160–186
DOI: https://doi.org/10.3103/S1055134417030026
Bibliographic databases:
Document Type: Article
UDC: 519.21
Language: Russian
Citation: A. A. Mogul'skiǐ, “The large deviation principle for a compound Poisson process”, Mat. Tr., 19:2 (2016), 119–157; Siberian Adv. Math., 27:3 (2017), 160–186
Citation in format AMSBIB
\Bibitem{Mog16}
\by A.~A.~Mogul'ski{\v\i}
\paper The large deviation principle for a compound Poisson process
\jour Mat. Tr.
\yr 2016
\vol 19
\issue 2
\pages 119--157
\mathnet{http://mi.mathnet.ru/mt308}
\crossref{https://doi.org/10.17377/mattrudy.2016.19.205}
\elib{https://elibrary.ru/item.asp?id=27258781}
\transl
\jour Siberian Adv. Math.
\yr 2017
\vol 27
\issue 3
\pages 160--186
\crossref{https://doi.org/10.3103/S1055134417030026}
\scopus{https://www.scopus.com/record/display.url?origin=inward&eid=2-s2.0-85028601052}
Linking options:
  • https://www.mathnet.ru/eng/mt308
  • https://www.mathnet.ru/eng/mt/v19/i2/p119
    • This publication is cited in the following 9 articles:
    Citing articles in Google Scholar: Russian citations, English citations
    Related articles in Google Scholar: Russian articles, English articles
    		Математические труды Siberian Advances in Mathematics
    Statistics & downloads:
    Abstract page:416
    Full-text PDF :146
    References:55
    First page:3
     
      Contact us:
    		  Terms of Use  Registration to the website  Logotypes © Steklov Mathematical Institute RAS, 2024