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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)
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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
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\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}
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    • 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
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