Cramer's theorem for nonnegative multivariate point processes with independent increments
Klebaner, F. · Liptser, R.
Original · EN
We consider a continuous time version of Cramer's theorem with nonnegative summands Sₜ=1/t∑ᵢ:τᵢ≤ ₜξᵢ, t →∞, where (τᵢ,ξᵢ)ᵢ≥ ₁ is a sequence of random variables such that tSₜ is a random process with independent increments.
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