Large deviations inequalities for partial sums of random measures

We give large deviation inequalities for partial sums of random measures and for the Prokhorov metric, with applications to Poisson, Cox and compound point processes.

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Year of publication:	2000
Authors:	Bensaïd, Nadia ; Jacob, Pierre
Published in:	Statistics & Probability Letters. - Elsevier, ISSN 0167-7152. - Vol. 49.2000, 2, p. 105-112
Publisher:	Elsevier
Keywords:	Random measure Strong mixing Large deviations

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Type of publication:	Article
Source:	RePEc - Research Papers in Economics

Persistent link: https://www.econbiz.de/10005074773