Large deviations for fractional Poisson processes

Statistics and Probability Letters

Volumn 83, Issue 4, 2013, Pages 1193-1202

  Beghin, Luisa ^a   Macci, Claudio ^b  

^a SAPIENZA UNIVERSITY OF ROME   (Italy)

^b UNIVERSITY OF ROME TOR VERGATA   (Italy)

Author keywords

Mittag Leffler function; Relative entropy; Renewal process; Ruin probability; Weighted Poisson distribution

Indexed keywords

EID: 84873910790     PISSN: 01677152     EISSN: None     Source Type: Journal    
DOI: 10.1016/j.spl.2013.01.017     Document Type: Article

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