Probabilities of Large Deviations for Sums of Random Number of I.I.D. Random Variables and Its Application to a Compound Poisson Process
MITA, Haruyoshi
Tokyo J. of Math., Tome 20 (1997) no. 2, p. 353-364 / Harvested from Project Euclid
Let $X_1,X_2,\ldots$ be a sequence of independent replicates of a random variable $X$ and let $\{N_t\}_{t\geq 0}$ be a non-negative integer valued random process and assume that $\{N_t\}_{t\geq 0}$ and $X$ are independent. Then, under some conditions it is shown that the probability $P(\sum_{i=1}^{N_t} X_i\geq 0)$ decays exponentially fast as $t\to\infty$. Moreover, we consider a testing problem in a compound Poisson process, and we study the exact slope of a test statistic based on the sum of random number of independent and exponentially distributed random variables.
Publié le : 1997-12-15
Classification: 
@article{1270042109,
     author = {MITA, Haruyoshi},
     title = {Probabilities of Large Deviations for Sums of Random Number of I.I.D. Random Variables and Its Application to a Compound Poisson Process},
     journal = {Tokyo J. of Math.},
     volume = {20},
     number = {2},
     year = {1997},
     pages = { 353-364},
     language = {en},
     url = {http://dml.mathdoc.fr/item/1270042109}
}
MITA, Haruyoshi. Probabilities of Large Deviations for Sums of Random Number of I.I.D. Random Variables and Its Application to a Compound Poisson Process. Tokyo J. of Math., Tome 20 (1997) no. 2, pp.  353-364. http://gdmltest.u-ga.fr/item/1270042109/