Mathematics – Probability
Scientific paper
2005-07-13
Mathematics
Probability
8 ppages, 2 figures
Scientific paper
We consider a continuous time version of Cramer's theorem with nonnegative
summands $ S_t=\frac{1}{t}\sum_{i:\tau_i\le t}\xi_i, t \to\infty, $ where
$(\tau_i,\xi_i)_{i\ge 1}$ is a sequence of random variables such that $tS_t$ is
a random process with independent increments.
Klebaner F.
Liptser Robert
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