| 一类复合Poisson过程的大偏差原理 |
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| 引用本文： | 杨文权. 一类复合Poisson过程的大偏差原理[J]. 江汉大学学报(自然科学版), 2010, 38(3): 18-21 |
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| 作者姓名： | 杨文权 |
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| 作者单位： | 江汉大学,数学与计算机科学学院,湖北,武汉,430056 |
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| 摘 要： | 研究这样一类复合Poisson过程:S(t)=∑(h(t-Si)Xi)from(i=1 to N(t)),其中N(t)(t>0)是强度为λ>0的齐次Poisson过程,Xi(i≥1)是独立同分布非负随机变量序列,独立于N(t),h(t)(t>0),是非负单调实函数.得到了关于S(t)的大偏差原理和弱收敛.
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| 关 键 词： | 大偏差原理 复合Poisson过程 弱收敛 |
Large Deviations Principle for a Class of Compound Poisson Process |
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| YANG Wen-quan. Large Deviations Principle for a Class of Compound Poisson Process[J]. Journal of Jianghan University(Natural Sciences), 2010, 38(3): 18-21 |
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| Authors: | YANG Wen-quan |
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| Affiliation: | YANG Wen-quan (School of Mathematics and Computer Science, Jianghan University, Wuhan 430056, Hubei, China) |
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| Abstract: | In this paper, the large deviations principle for a class of compound Poisson process S（t）=∑（h（t-Si）Xi）from（i=1 to N（t）） is obtained, where N（t） , t0, is a homogeneous Poisson process with intensity λ0, and Xi, i≥1, is i.i.d. nonnegative random variable independent of N（t）,while h（t）,t0, is a nonnegative monotone real function. And the weak convergence for S t is also investigated. |
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| Keywords: | large deviations principle compound Poisson process weak convergence |
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