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JOURNALS // Problemy Peredachi Informatsii // Archive

Probl. Peredachi Inf., 2012 Volume 48, Issue 1, Pages 64–79 (Mi ppi2069)

This article is cited 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

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.

UDC: 621.391.1

Received: 16.05.2011
Revised: 25.10.2011


 English version:
Problems of Information Transmission, 2012, 48:1, 56–69

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© Steklov Math. Inst. of RAS, 2025