Small deviations of iterated processes in the space of trajectories

• Autorzy: Andrei Frolov
• Języki publikacji: EN

Abstrakty

EN

We derive logarithmic asymptotics of probabilities of small deviations for iterated processes in the space of trajectories. We find conditions under which these asymptotics coincide with those of processes generating iterated processes. When these conditions fail the asymptotics are quite different.

Słowa kluczowe

EN

Small deviation probability; Iterated process; Compound process

Kategorie tematyczne

• 60G99: None of the above, but in this section
• 60F99: None of the above, but in this section

• Wydawca: De Gruyter Open
• Czasopismo: Open Mathematics
• Rocznik: 2013
• Tom: 11
• Numer: 12
• Strony: 2089-2098

Daty

wydano

2013-12-01

online

2013-10-08

Twórcy

autor

Andrei Frolov

• St. Petersburg State University

Bibliografia

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• [13] Martikainen A.I., Frolov A.N., Steinebach J., On probabilities of small deviations for compound renewal processes, Theory Probab. Appl., 2007, 52(2), 328–337
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Identyfikatory

DOI

10.2478/s11533-013-0316-7