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.
On large deviations for compound mixed Poisson process
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.