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SUMMARY:Non-central moderate deviations for compound fractional Poisson pr
 ocesses - Claudio Macci (Università degli Studi di Roma Tor Vergata)
DTSTART:20220222T120000Z
DTEND:20220222T123000Z
UID:TALK167747@talks.cam.ac.uk
DESCRIPTION:The term "moderate deviations" is often used in the literature
 to mean a class of large deviation principles that\, in some sense\,fill t
 he gap between a convergence in probability to zero (governedby a large de
 viation 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-t
 ailed jumps.This is a joint work with Luisa Beghin.
LOCATION:Seminar Room 1\, Newton Institute
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