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Non-central moderate deviations for compound fractional Poisson processes

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 نشر من قبل Luisa Beghin
 تاريخ النشر 2021
  مجال البحث
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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.

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