@article{ba75300c8e9440528077791b0ec44e0b,
title = "The large deviation principle for a compound Poisson process",
abstract = "For a compound Poisson process, under the moment Cram{\'e}r condition, the extended large deviation principle is established in the space of functions of bounded variation with the Borovkov metric.",
keywords = "Borovkov metric, Chebyshev-type inequality, compound Poisson process, compound renewal process, Cram{\'e}r condition, deviation rate function, extended large deviation principle, function of bounded variation, large deviation principle",
author = "Mogul{\textquoteright}skiĭ, {A. A.}",
note = "Publisher Copyright: {\textcopyright} 2017, Allerton Press, Inc.",
year = "2017",
month = jul,
day = "1",
doi = "10.3103/S1055134417030026",
language = "English",
volume = "27",
pages = "160--186",
journal = "Siberian Advances in Mathematics",
issn = "1055-1344",
publisher = "PLEIADES PUBLISHING INC",
number = "3",
}