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Cramers theorem for nonnegative multivariate point processes with independent increments

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 نشر من قبل R. Liptser
 تاريخ النشر 2005
  مجال البحث
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We consider a continuous time version of Cramers theorem with nonnegative summands $ S_t=frac{1}{t}sum_{i:tau_ile t}xi_i, t toinfty, $ where $(tau_i,xi_i)_{ige 1}$ is a sequence of random variables such that $tS_t$ is a random process with independent increments.



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