Non-central moderate deviations for compound fractional Poisson processes – Claudio Macci (Università degli Studi di Roma Tor Vergata)

February 22, 2022 @ 12:00 pm – 12:30 pm
Seminar Room 1
Newton Institute

The term “moderate deviations” is often used in the literatureto mean a class of large deviation principles that, in some sense,fill the gap between a convergence in probability to zero (governedby a large deviation principle) and a weak convergence to a centeredNormal distribution. We talk about “non-central moderate deviations”when the weak convergence is towards a non-Gaussian distribution.In this paper we study non-central moderate deviations for compoundfractional Poisson processes with light-tailed jumps.This is a joint work with Luisa Beghin.

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