On large deviations for Poisson stochastic integrals

On large deviations for Poisson stochastic integrals 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. http://www.deepdyve.com/assets/images/DeepDyve-Logo-lg.png Problems of Information Transmission Springer Journals

On large deviations for Poisson stochastic integrals

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Publisher
SP MAIK Nauka/Interperiodica
Copyright
Copyright © 2012 by Pleiades Publishing, Ltd.
Subject
Engineering; Information Storage and Retrieval; Electrical Engineering; Communications Engineering, Networks; Systems Theory, Control
ISSN
0032-9460
eISSN
1608-3253
D.O.I.
10.1134/S0032946012010061
Publisher site
See Article on Publisher Site

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.

Journal

Problems of Information TransmissionSpringer Journals

Published: Apr 17, 2012

References

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