Cramer's theorem for nonnegative multivariate point processes with independent increments
F. KlebanerR. Liptser
所有作者
F. KlebanerR. Liptser
文献摘要
We consider a continuous time version of Cramer’s theorem with nonnegative
summands St=t1∑i:τi≤tξi,t→∞, where
(τi,ξi)i≥1 is a sequence of random variables such that tSt is
a random process with independent increments.