تقرير
Non-central moderate deviations for compound fractional Poisson processes
| العنوان: | Non-central moderate deviations for compound fractional Poisson processes |
|---|---|
| المؤلفون: | Beghin, Luisa, Macci, Claudio |
| سنة النشر: | 2021 |
| المجموعة: | Mathematics |
| مصطلحات موضوعية: | Mathematics - Probability, 60F10, 60F05, 60G22, 33E12 |
| الوصف: | The term "moderate deviations" is often used in the literature to mean a class of large deviation principles that, in some sense, fill the gap between a convergence in probability to zero (governed by a large deviation principle) and a weak convergence to a centered Normal distribution. We talk about "non-central moderate deviations" when the weak convergence is towards a non-Gaussian distribution. In this paper we study non-central moderate deviations for compound fractional Poisson processes with light-tailed jumps. Comment: 9 pages |
| نوع الوثيقة: | Working Paper |
| URL الوصول: | http://arxiv.org/abs/2109.07862 |
| رقم الأكسشن: | edsarx.2109.07862 |
| قاعدة البيانات: | arXiv |
| الوصف غير متاح. |