Large deviations for Poisson random measures and processes with independent increments

被引：10

作者：

Léonard, C

机构：

[1] Univ Paris 10, Equipe Modal 10, F-92001 Nanterre, France

[2] Univ Paris 11, Math Lab, UMR C8628, F-91405 Orsay, France

来源：

STOCHASTIC PROCESSES AND THEIR APPLICATIONS | 2000年 / 85卷 / 01期

关键词：

large deviations; Poisson point processes; Poisson random measures; processes with independent increments; Orlicz spaces;

D O I：

10.1016/S0304-4149(99)00067-8

中图分类号：

O21 [概率论与数理统计]; C8 [统计学];

学科分类号：

020208 ; 070103 ; 0714 ;

摘要：

Large deviation principles are proved for rescaled Poisson random measures. As a consequence, Freidlin-Wentzell type large deviations:results for processes with independent increments are obtained in situations where exponential moments are infinite. (C) 2000 Elsevier Science B.V. All rights reserved. MSG: 60F10; 60G55, 60G57; 60J30.

引用

页码：93 / 121

页数：29

共 50 条

[1] LARGE DEVIATIONS FOR RANDOM EVOLUTIONS WITH INDEPENDENT INCREMENTS IN THE SCHEME OF THE POISSON APPROXIMATION
Samoilenko, I. V.
[J]. THEORY OF PROBABILITY AND MATHEMATICAL STATISTICS, 2011, 85 : 95 - 101
[2] LARGE DEVIATIONS FOR PROCESSES WITH INDEPENDENT INCREMENTS
MOGULSKII, AA
[J]. ANNALS OF PROBABILITY, 1993, 21 (01): : 202 - 215
[3] LARGE DEVIATIONS FOR PROCESSES WITH INDEPENDENT INCREMENTS
LYNCH, J
SETHURAMAN, J
[J]. ANNALS OF PROBABILITY, 1987, 15 (02): : 610 - 627
[4] Inequalities and principles of large deviations for the trajectories of processes with independent increments
A. A. Borovkov
A. A. Mogul’skiĭ
[J]. Siberian Mathematical Journal, 2013, 54 : 217 - 226
[5] Inequalities and principles of large deviations for the trajectories of processes with independent increments
Borovkov, A. A.
Mogul'skii, A. A.
[J]. SIBERIAN MATHEMATICAL JOURNAL, 2013, 54 (02) : 217 - 226
[6] Moderate deviations and functional limits for random processes with stationary and independent increments
GAO Fuqing School of Mathematics and Statistics
[J]. Science China Mathematics, 2006, (12) : 1753 - 1767
[7] Moderate deviations and functional limits for random processes with stationary and independent increments
Fuqing Gao
[J]. Science in China Series A: Mathematics, 2006, 49 : 1753 - 1767
[8] Moderate deviations and functional limits for random processes with stationary and independent increments
Gao Fuqing
[J]. SCIENCE IN CHINA SERIES A-MATHEMATICS, 2006, 49 (12): : 1753 - 1767
[9] MEASURES WITH INDEPENDENT INCREMENTS AND NONHOMOGENEOUS PROCESSES WITH INDEPENDENT INCREMENTS
SIDIBE, R
[J]. LECTURE NOTES IN MATHEMATICS, 1981, 850 : 632 - 642
[10] LARGE DEVIATIONS FOR POISSON SYSTEMS OF INDEPENDENT RANDOM-WALKS
COX, JT
GRIFFEATH, D
[J]. ZEITSCHRIFT FUR WAHRSCHEINLICHKEITSTHEORIE UND VERWANDTE GEBIETE, 1984, 66 (04): : 543 - 558

← 1 2 3 4 5 →