Cramer's theorem for nonnegative multivariate point processes with independent increments

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dc.creatorKlebaner, F.
dc.creatorLiptser, R.
dc.date2005-07-13
dc.date2006-10-23
dc.date.accessioned2026-07-07T06:42:37Z
dc.date.available2026-07-07T06:42:37Z
dc.descriptionWe consider a continuous time version of Cramer's theorem with nonnegative summands $ S_t=\frac{1}{t}\sum_{i:τ_i\le t}ξ_i, t \to\infty, $ where $(τ_i,ξ_i)_{i\ge 1}$ is a sequence of random variables such that $tS_t$ is a random process with independent increments.
dc.description8 ppages, 2 figures
dc.identifierhttps://arxiv.org/abs/math/0507258
dc.identifierhttp://arxiv.org/abs/math/0507258
dc.identifier.urihttp://salesiana.dossiersoluciones.com/handle/123456789/102107
dc.subjectProbability
dc.subject60F10, 60J27
dc.titleCramer's theorem for nonnegative multivariate point processes with independent increments
dc.typetext

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