Large deviations for some Poisson random integrals

Zbigniew J. Jurek; Li-Ming Wu

Séminaire de probabilités de Strasbourg (2000)

  • Volume: 34, page 185-197

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Jurek, Zbigniew J., and Wu, Li-Ming. "Large deviations for some Poisson random integrals." Séminaire de probabilités de Strasbourg 34 (2000): 185-197. <http://eudml.org/doc/114036>.

@article{Jurek2000,
author = {Jurek, Zbigniew J., Wu, Li-Ming},
journal = {Séminaire de probabilités de Strasbourg},
keywords = {large deviation; Poisson point process; Levi class; multiple Poisson integrals},
language = {eng},
pages = {185-197},
publisher = {Springer - Lecture Notes in Mathematics},
title = {Large deviations for some Poisson random integrals},
url = {http://eudml.org/doc/114036},
volume = {34},
year = {2000},
}

TY - JOUR
AU - Jurek, Zbigniew J.
AU - Wu, Li-Ming
TI - Large deviations for some Poisson random integrals
JO - Séminaire de probabilités de Strasbourg
PY - 2000
PB - Springer - Lecture Notes in Mathematics
VL - 34
SP - 185
EP - 197
LA - eng
KW - large deviation; Poisson point process; Levi class; multiple Poisson integrals
UR - http://eudml.org/doc/114036
ER -

References

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  1. [DG] D.W. Dawson and J. Gärtner (1987), Long time fluctuation of weakly interacting diffusions. Stochastics20, pp. 247-308. Zbl0613.60021MR885876
  2. [DS] J.D. Deuschel and D.W. Stroock (1989), Large deviations, Academic Press, New York. Zbl0705.60029MR997938
  3. [GW] M.Z. Guo and L. Wu (1995), Several large deviation estimations for the Poisson point processes, Advances in Math., Beijing, Vol. 24, 4, 313-319. Zbl0832.60035MR1358890
  4. [JS] J. Jacod and A.N. Shiryaev (1987), Limit theorems for stochastic processes, Springer-Verlag, Berlin & New York. Zbl0635.60021
  5. [JM] Z.J. Jurek and J.D. Mason (1993), Operator-limit distributions in probability theory, J. Wiley, New York. Zbl0850.60003MR1243181
  6. [L] M. Ledoux (1990) A note on large deviations for Wiener chaos, Séminaire de Proba. XXIV, LNM1426, p1-14. Zbl0701.60020MR1071528
  7. [LS] J. Lynch and J. Sethuraman (1987), Large deviations for processes with independent increments, Ann. Probab.15, pp. 610-627. Zbl0624.60045MR885133

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