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Persistent link: https://www.econbiz.de/10014374962
Berger and Rosenthal introduced a random walk model on discrete point processes, that is, a simple random walk defined on a random subset of Zd. In this article, we study both the quenched and the annealed large deviations for the one-dimensional case. Their rate functions are linked via a...
Persistent link: https://www.econbiz.de/10011189357
In this paper, we obtain a moderate deviation principle for a class of point processes, i.e. linear Hawkes processes.
Persistent link: https://www.econbiz.de/10011039980