Asymptotic results for families of random variables having power series distributions

Suitable families of random variables having power series distributions are considered, and their asymptotic behavior in terms of large (and moderate) deviations is studied. Two examples of fractional counting processes are presented, where the normalizations of the involved power series distributio...

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Bibliographic Details
Main Authors: Claudio Macci, Barbara Pacchiarotti, Elena Villa
Format: Article
Language:English
Published: VTeX 2022-02-01
Series:Modern Stochastics: Theory and Applications
Subjects:
Online Access:https://www.vmsta.org/doi/10.15559/21-VMSTA198
Description
Summary:Suitable families of random variables having power series distributions are considered, and their asymptotic behavior in terms of large (and moderate) deviations is studied. Two examples of fractional counting processes are presented, where the normalizations of the involved power series distributions can be expressed in terms of the Prabhakar function. The first example allows to consider the counting process in [Integral Transforms Spec. Funct. 27 (2016), 783–793], the second one is inspired by a model studied in [J. Appl. Probab. 52 (2015), 18–36].
ISSN:2351-6046
2351-6054