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.
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Original Russian Text © M.V. Burnashev, Yu.A. Kutoyants, 2012, published in Problemy Peredachi Informatsii, 2012, Vol. 48, No. 1, pp. 64–79.
Supported in part by the Russian Foundation for Basic Research, project no. 09-01-00536.
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Burnashev, M.V., Kutoyants, Y.A. On large deviations for Poisson stochastic integrals. Probl Inf Transm 48, 56–69 (2012). https://doi.org/10.1134/S0032946012010061
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DOI: https://doi.org/10.1134/S0032946012010061