By the Cramér method, the large deviation principle for a form of compound Poisson process S(t)=∑N(t)i=1h(t-Si)Xi is obtained,where N(t), t>0, is a nonhomogeneous Poisson process with intensity λ(t)>0, Xi, i≥1, are i.i.d. nonnegative random variables independent of N(t), and h(t), t>0, is a nonnegative monotone real function. Consequently, weak convergence for S(t) is also obtained.
By the Cramer method, the large deviation principle for a form of compound Poisson process S(t) =∑N(t)i=1(t)h(t - Si)Xi is obtained, where N ( t ), t 〉 0, is a nonhomogeneous Poisson process with intensity A (t) 〉 O, Xi, i ≥ 1, are i. i. d. nonnegative random variables independent of N( t), and h ( t), t 〉 O, is a nonnegative monotone real function. Consequently, weak convergence for S(t) is also obtained.