On large deviations for compound mixed Poisson process
Articles
Aurelija Kasparavičiūtė
Vilnius Gediminas Technical University
Dovilė Deltuvienė
Vilnius Gediminas Technical University
Published 2013-12-15
https://doi.org/10.15388/LMR.A.2013.06
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Keywords

cumulants
large deviations
exponential inequalities
compound mixed Poisson process

How to Cite

Kasparavičiūtė A. and Deltuvienė D. (2013) “On large deviations for compound mixed Poisson process”, Lietuvos matematikos rinkinys, 54(A), pp. 16–21. doi: 10.15388/LMR.A.2013.06.

Abstract

This paper is designated for normal approximation to the distribution function of the compound mixed Poisson process taking into consideration large deviations both in the Cramér and power Linnik zones.

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