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Large Deviation Principle for a Form of Compound Nonhomogeneous Poisson Process
  • ISSN号:0255-7797
  • 期刊名称:《数学杂志》
  • 时间:0
  • 分类:O211.4[理学—概率论与数理统计;理学—数学]
  • 作者机构:[1]School of Mathematics and Computer Science, Jianghan University, Wuhan 430056, China, [2]School of Mathematics and Statistics, Wuhan University, Wuhan 430072, China
  • 相关基金:Foundation items: National Natural Science Foundation of China ( No. 10971157 ) ; Educational Commission of Hubei Province, China ( No. 2004 X124 )
中文摘要:

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.

英文摘要:

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.

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期刊信息
  • 《数学杂志》
  • 北大核心期刊(2011版)
  • 主管单位:中华人民共和国教育部
  • 主办单位:武汉大学 湖北省数学学会 武汉数学学会
  • 主编:陈化
  • 地址:湖北武汉大学
  • 邮编:430072
  • 邮箱:jmath@whu.edu.cn
  • 电话:027-68754687
  • 国际标准刊号:ISSN:0255-7797
  • 国内统一刊号:ISSN:42-1163/O1
  • 邮发代号:38-71
  • 获奖情况:
  • 国内外数据库收录:
  • 俄罗斯文摘杂志,美国数学评论(网络版),德国数学文摘,日本日本科学技术振兴机构数据库,中国中国科技核心期刊,中国北大核心期刊(2004版),中国北大核心期刊(2008版),中国北大核心期刊(2011版),中国北大核心期刊(2014版),中国北大核心期刊(2000版)
  • 被引量:3910