On large deviations for compound mixed Poisson process

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.

Bibliographic Details
Main Authors: Aurelija Kasparavičiūtė, Dovilė Deltuvienė
Format: Article
Language:English
Published: Vilnius University Press 2013-12-01
Series:Lietuvos Matematikos Rinkinys
Subjects:
Online Access:https://www.journals.vu.lt/LMR/article/view/14878