Title of article :
Large deviations for Poisson random measures and processes with independent increments
Author/Authors :
Léonard، نويسنده , , C.، نويسنده ,
Issue Information :
روزنامه با شماره پیاپی سال 2000
Abstract :
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.
Keywords :
Large deviations , Poisson point processes , Poisson random measures , Processes with independent increments , Orlicz spaces
Journal title :
Stochastic Processes and their Applications
Journal title :
Stochastic Processes and their Applications
