Non-central moderate deviations for compound fractional Poisson processes
نویسندگان
چکیده
The term moderate deviations is often used in the literature to mean a class of large deviation principles that, some sense, fills gap between convergence probability zero (governed by principle) and weak centered Normal distribution. We talk about non-central when towards non-Gaussian In this paper we study for compound fractional Poisson processes with light-tailed jumps.
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ژورنال
عنوان ژورنال: Statistics & Probability Letters
سال: 2022
ISSN: ['1879-2103', '0167-7152']
DOI: https://doi.org/10.1016/j.spl.2022.109424