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Problemy Peredachi Informatsii, 2012, Volume 48, Issue 1, Pages 64–79 (Mi ppi2069)  
This article is cited in 1 scientific paper (total in 1 paper)

Large Systems

On large deviations for Poisson stochastic integrals

M. V. Burnasheva, Yu. A. Kutoyantsb

a Kharkevich Institute for Information Transmission Problems, Russian Academy of Sciences, Moscow
b Laboratoire Manceau de Mathématiques, Université du Maine, Le Mans, France
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Abstract: We obtain asymptotically exact estimates for large deviations of Poisson stochastic integrals. We also find a region where such an integral can be approximated by the corresponding Gaussian random variable. In of all these results, we obtain nonasymptotic estimates for remainder terms.
Received: 16.05.2011
Revised: 25.10.2011
English version:
Problems of Information Transmission, 2012, Volume 48, Issue 1, Pages 56–69
DOI: https://doi.org/10.1134/S0032946012010061
Bibliographic databases:
Document Type: Article
UDC: 621.391.1
Language: Russian
Citation: M. V. Burnashev, Yu. A. Kutoyants, “On large deviations for Poisson stochastic integrals”, Probl. Peredachi Inf., 48:1 (2012), 64–79; Problems Inform. Transmission, 48:1 (2012), 56–69
Citation in format AMSBIB
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\paper On large deviations for Poisson stochastic integrals
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\pages 64--79
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\jour Problems Inform. Transmission
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\pages 56--69
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  • https://www.mathnet.ru/eng/ppi/v48/i1/p64
    • This publication is cited in the following 1 articles:
    Citing articles in Google Scholar: Russian citations, English citations
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