{"entities":{"Q357252":{"pageid":359019,"ns":120,"title":"Item:Q357252","lastrevid":61218108,"modified":"2026-04-10T21:56:16Z","type":"item","id":"Q357252","labels":{"en":{"language":"en","value":"Limit theorems for small deviation probabilities of some iterated stochastic processes"}},"descriptions":{"en":{"language":"en","value":"scientific article; zbMATH DE number 6192468"}},"aliases":{},"claims":{"P31":[{"mainsnak":{"snaktype":"value","property":"P31","hash":"fd5912e4dab4b881a8eb0eb27e7893fef55176ad","datavalue":{"value":{"entity-type":"item","numeric-id":56887,"id":"Q56887"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q357252$D61508C5-1671-4E68-AB28-DC06590A3D4E","rank":"normal"}],"P159":[{"mainsnak":{"snaktype":"value","property":"P159","hash":"51c79cf7c05d7f721cc94fe68bffad1b31ab4650","datavalue":{"value":{"text":"Limit theorems for small deviation probabilities of some iterated stochastic processes","language":"en"},"type":"monolingualtext"},"datatype":"monolingualtext"},"type":"statement","id":"Q357252$11B7CEF9-84EB-4EAC-B018-10EB954FD50D","rank":"normal"}],"P225":[{"mainsnak":{"snaktype":"value","property":"P225","hash":"d1b99cc5c7592a227516a3cbbedea51b81b26a5d","datavalue":{"value":"1282.60039","type":"string"},"datatype":"external-id"},"type":"statement","id":"Q357252$2430F351-58CE-4FFA-BFB5-978E7C06D53E","rank":"normal"}],"P200":[{"mainsnak":{"snaktype":"value","property":"P200","hash":"17c447c8e76a3a0e73a2c70a024d9ee2f8256c04","datavalue":{"value":{"entity-type":"item","numeric-id":195577,"id":"Q195577"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q357252$F5989A6E-2967-4DA0-BAA9-DB4B951D7559","rank":"normal"}],"P28":[{"mainsnak":{"snaktype":"value","property":"P28","hash":"c86eeb1cf1b5bc0e7bda48e7a87fbb18b6ccc2d0","datavalue":{"value":{"time":"+2013-07-30T00:00:00Z","timezone":0,"before":0,"after":0,"precision":11,"calendarmodel":"http://www.wikidata.org/entity/Q1985727"},"type":"time"},"datatype":"time"},"type":"statement","id":"Q357252$6684BCDA-70D6-4F96-AD92-06950544EAB4","rank":"normal"}],"P1448":[{"mainsnak":{"snaktype":"value","property":"P1448","hash":"ad653211ead1cc79bb66b0cd03e6391f3d494b53","datavalue":{"value":"Let \\(\\xi(t)\\) and \\(\\Lambda(t)\\), \\(t\\geq 0\\), be independent stochastic processes on the same probability space. Assume that, with probability 1, \\(\\Lambda(t)\\) takes nonnegative real values and has continuous trajectories starting at zero. The stochastic process \\(\\xi(\\Lambda(t))\\), \\(t\\geq 0\\), is called an iterated process.  In this paper, the author derives new results on the asymptotic behavior of logarithms of small deviation probabilities for some iterated processes. He first fines a relationships between the logarithmic asymptotics of the probabilities \\(\\operatorname{P}(M(\\Lambda(t))\\leq y_t)\\) and \\(\\operatorname{P}(M(t)\\leq y_t)\\), where \\(M(t)\\) is a stochastic process with positive nondecreasing trajectories and \\(y_t\\) is a function such that \\(y_t\\to \\infty\\) as \\(t\\to \\infty\\). Then the author takes the functional \\(M(t):=\\sup_{0\\leq u \\leq t}|\\xi(u)|\\) of trajectories of the process \\(\\xi(t)\\) which has a known logarithmic asymptotic of small deviation probabilities. Since  \\[  M(\\Lambda(t))=\\sup_{0\\leq u \\leq t}|\\xi(\\Lambda(u))|,  \\]  this allows him to find the asymptotic of logarithms of small deviations probabilities  \\[  \\operatorname{P}(\\sup_{0\\leq u \\leq t}|\\xi(\\Lambda(u))|\\leq y_t)  \\]  for \\(\\xi(t)\\) belonging to various classes of stochastic processes. The author applies this results to the iterated processes generated by the compound Cox processes and compound renewal processes.","type":"string"},"datatype":"string"},"type":"statement","id":"Q357252$DAE2C282-570B-4F7C-BD48-E814ECA169DB","rank":"normal"}],"P226":[{"mainsnak":{"snaktype":"value","property":"P226","hash":"78f0cccb70b6caf24cdc28b4f0804843baf6dda5","datavalue":{"value":"60F99","type":"string"},"datatype":"external-id"},"type":"statement","id":"Q357252$4E8360EE-7E10-47C4-B114-0EBD4FAEAB9D","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P226","hash":"d88ea66d29b5b400c53d2b740493531db9c799d9","datavalue":{"value":"60G07","type":"string"},"datatype":"external-id"},"type":"statement","id":"Q357252$61A6D8FD-8670-4400-A46E-FC27F4435930","rank":"normal"}],"P1451":[{"mainsnak":{"snaktype":"value","property":"P1451","hash":"ac2f994bedf6652a94002b39781e3b27b0536a36","datavalue":{"value":"6192468","type":"string"},"datatype":"external-id"},"type":"statement","id":"Q357252$4D107E38-C395-429A-BB79-CBD218AE5A40","rank":"normal"}],"P1450":[{"mainsnak":{"snaktype":"value","property":"P1450","hash":"e9dc2c73405a2709df941f1c193ada8a5582974a","datavalue":{"value":"probabilities of small deviations","type":"string"},"datatype":"string"},"type":"statement","id":"Q357252$BE9E0AE9-9F25-47CD-B381-BC955EA78170","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P1450","hash":"c14ba4e47be48bd073801d63d206e0d9479d954d","datavalue":{"value":"iterated process","type":"string"},"datatype":"string"},"type":"statement","id":"Q357252$9B54DD4F-E54B-4029-A15D-63A9BA44D75C","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P1450","hash":"1a99257755f6f57e9b42ca00416185e40912f0f8","datavalue":{"value":"Cox process","type":"string"},"datatype":"string"},"type":"statement","id":"Q357252$76B1EE4B-FF3A-4234-981E-C3FA746C0C32","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P1450","hash":"02063893394eabdaf2c6d42278eeb5a48904795c","datavalue":{"value":"compound renewal process.","type":"string"},"datatype":"string"},"type":"statement","id":"Q357252$059FD415-3764-4330-AEDD-DA3E2E00A40F","rank":"normal"}],"P1460":[{"mainsnak":{"snaktype":"value","property":"P1460","hash":"57f7fea50d2ce1b39b695c4a1313582eed405e38","datavalue":{"value":{"entity-type":"item","numeric-id":5976449,"id":"Q5976449"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q357252$B94728C4-8189-4ACC-B66F-439448FD341D","rank":"normal"}],"P205":[{"mainsnak":{"snaktype":"value","property":"P205","hash":"05d1f86816fddbdcbc937c52a489f80100055c11","datavalue":{"value":"https://doi.org/10.1007/s10958-013-1169-0","type":"string"},"datatype":"url"},"type":"statement","id":"Q357252$07A786CA-11A5-456F-AA79-2BE20C49BE1C","rank":"normal"}],"P388":[{"mainsnak":{"snaktype":"value","property":"P388","hash":"ec961e0b4829f8b4a50aa8d34a46b198a6ae914b","datavalue":{"value":"W1986403900","type":"string"},"datatype":"external-id"},"type":"statement","id":"Q357252$DC81144E-2E8A-40F5-83CD-2834FA981770","rank":"normal"}],"P223":[{"mainsnak":{"snaktype":"value","property":"P223","hash":"c0de721ae1e1cb45c2e94c86688fb081e227d155","datavalue":{"value":{"entity-type":"item","numeric-id":2639407,"id":"Q2639407"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q357252$9A48F538-9E63-45AB-B49A-A4B22D5E6A0D","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P223","hash":"8e6d325b569d18e827ab0b0b3889cdca43160b80","datavalue":{"value":{"entity-type":"item","numeric-id":3124805,"id":"Q3124805"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q357252$631F6274-B04A-40C4-98AB-8E05667B350D","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P223","hash":"a1263cf98627bc7f8380bd06564620c87c2a6a41","datavalue":{"value":{"entity-type":"item","numeric-id":2734982,"id":"Q2734982"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q357252$73F08022-DC00-4417-B8E6-FE28B17749E3","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P223","hash":"0daf1d533929dcede0f22139427c9eada26411c0","datavalue":{"value":{"entity-type":"item","numeric-id":2769693,"id":"Q2769693"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q357252$E6A92D49-9E2C-47A7-9952-FF91E334FD1D","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P223","hash":"26ac7e4040d346fc9e564ba5f20c4f5b65068a71","datavalue":{"value":{"entity-type":"item","numeric-id":3444799,"id":"Q3444799"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q357252$588B32CA-434C-4747-BFDF-717E08555A0F","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P223","hash":"2f4dcdfbbc46f6f552d40863bc5fa2bd6bcdd244","datavalue":{"value":{"entity-type":"item","numeric-id":3521346,"id":"Q3521346"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q357252$DDA19369-325A-4964-9BE0-8A46C224B75A","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P223","hash":"2a2efbbbd181668b8c42b2dd33f9b6c1253014a7","datavalue":{"value":{"entity-type":"item","numeric-id":1039173,"id":"Q1039173"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q357252$FE540CD0-5390-4A0D-A476-7EE8F97F5C5C","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P223","hash":"ad7b791f75c0f65d496354707ed7e3289e524eb0","datavalue":{"value":{"entity-type":"item","numeric-id":5541610,"id":"Q5541610"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q357252$A4EC1CCE-196D-4C15-837E-788135E91247","rank":"normal"}],"P27":[{"mainsnak":{"snaktype":"value","property":"P27","hash":"15414a5938922262a5d4d42d6acc671531dd9ef8","datavalue":{"value":"10.1007/S10958-013-1169-0","type":"string"},"datatype":"external-id"},"type":"statement","id":"Q357252$A7C80482-12A2-4002-8B12-FA9798338802","rank":"normal"}],"P1643":[{"mainsnak":{"snaktype":"value","property":"P1643","hash":"aac73885d5f2e420cf394a2e6b2594370362fb98","datavalue":{"value":{"entity-type":"item","numeric-id":460582,"id":"Q460582"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","qualifiers":{"P1659":[{"snaktype":"value","property":"P1659","hash":"70cfcbc979602c0d1c4590effb7fdecbd2918863","datavalue":{"value":{"amount":"+0.9593464","unit":"1"},"type":"quantity"},"datatype":"quantity"}],"P1660":[{"snaktype":"value","property":"P1660","hash":"ac3c626774dcd0d16f89557f66586245841a01db","datavalue":{"value":{"entity-type":"item","numeric-id":6767936,"id":"Q6767936"},"type":"wikibase-entityid"},"datatype":"wikibase-item"}]},"qualifiers-order":["P1659","P1660"],"id":"Q357252$ADDF1C1E-A7E9-4DD4-8662-CDF8FE43EB94","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P1643","hash":"f6af11355e80db7ee4c795ca0bf84e84c3b0e9c2","datavalue":{"value":{"entity-type":"item","numeric-id":1039173,"id":"Q1039173"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","qualifiers":{"P1659":[{"snaktype":"value","property":"P1659","hash":"29dab252239c8905c108b623670cb9e991223cf4","datavalue":{"value":{"amount":"+0.94106936","unit":"1"},"type":"quantity"},"datatype":"quantity"}],"P1660":[{"snaktype":"value","property":"P1660","hash":"ac3c626774dcd0d16f89557f66586245841a01db","datavalue":{"value":{"entity-type":"item","numeric-id":6767936,"id":"Q6767936"},"type":"wikibase-entityid"},"datatype":"wikibase-item"}]},"qualifiers-order":["P1659","P1660"],"id":"Q357252$A7A8D95B-9518-4E45-8548-83CD845A81AC","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P1643","hash":"446896c60f696fe707d97f2a2e7e13b21c991238","datavalue":{"value":{"entity-type":"item","numeric-id":3490692,"id":"Q3490692"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","qualifiers":{"P1659":[{"snaktype":"value","property":"P1659","hash":"01b2586ae4725685bcc47e48063c578a4feeb5aa","datavalue":{"value":{"amount":"+0.93650526","unit":"1"},"type":"quantity"},"datatype":"quantity"}],"P1660":[{"snaktype":"value","property":"P1660","hash":"ac3c626774dcd0d16f89557f66586245841a01db","datavalue":{"value":{"entity-type":"item","numeric-id":6767936,"id":"Q6767936"},"type":"wikibase-entityid"},"datatype":"wikibase-item"}]},"qualifiers-order":["P1659","P1660"],"id":"Q357252$D12A7FC5-6F53-4A0C-A6BC-D5B6AA25F1D0","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P1643","hash":"967ce7593ddf2e22dfbe8e6019dcaa20cc75218f","datavalue":{"value":{"entity-type":"item","numeric-id":2639407,"id":"Q2639407"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","qualifiers":{"P1659":[{"snaktype":"value","property":"P1659","hash":"23fc30a01a7343200792f560150ab4282000b0e6","datavalue":{"value":{"amount":"+0.9359592","unit":"1"},"type":"quantity"},"datatype":"quantity"}],"P1660":[{"snaktype":"value","property":"P1660","hash":"ac3c626774dcd0d16f89557f66586245841a01db","datavalue":{"value":{"entity-type":"item","numeric-id":6767936,"id":"Q6767936"},"type":"wikibase-entityid"},"datatype":"wikibase-item"}]},"qualifiers-order":["P1659","P1660"],"id":"Q357252$BCECFF20-CAE2-42C2-B9F8-365A01D5F9D6","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P1643","hash":"f3ff920fc66a5c6ad7ede2b539ec5ea797a83e07","datavalue":{"value":{"entity-type":"item","numeric-id":4038587,"id":"Q4038587"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","qualifiers":{"P1659":[{"snaktype":"value","property":"P1659","hash":"eb4089115442536624a81bd6f31455dbf44ee6a1","datavalue":{"value":{"amount":"+0.9259108","unit":"1"},"type":"quantity"},"datatype":"quantity"}],"P1660":[{"snaktype":"value","property":"P1660","hash":"ac3c626774dcd0d16f89557f66586245841a01db","datavalue":{"value":{"entity-type":"item","numeric-id":6767936,"id":"Q6767936"},"type":"wikibase-entityid"},"datatype":"wikibase-item"}]},"qualifiers-order":["P1659","P1660"],"id":"Q357252$5B7ED294-01D1-43D7-ADE2-C02506EB5E57","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P1643","hash":"03ebe9c0741592275a186657840dff430ad08ca8","datavalue":{"value":{"entity-type":"item","numeric-id":3437335,"id":"Q3437335"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","qualifiers":{"P1659":[{"snaktype":"value","property":"P1659","hash":"192ccd64958c24be86147871e3721a7da57e5408","datavalue":{"value":{"amount":"+0.9170958","unit":"1"},"type":"quantity"},"datatype":"quantity"}],"P1660":[{"snaktype":"value","property":"P1660","hash":"ac3c626774dcd0d16f89557f66586245841a01db","datavalue":{"value":{"entity-type":"item","numeric-id":6767936,"id":"Q6767936"},"type":"wikibase-entityid"},"datatype":"wikibase-item"}]},"qualifiers-order":["P1659","P1660"],"id":"Q357252$672F3B2F-9050-4E5A-AFE0-13B908F33E92","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P1643","hash":"69ed4fdc9b7ffcfaff609b9b068e76017c021d31","datavalue":{"value":{"entity-type":"item","numeric-id":3774629,"id":"Q3774629"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","qualifiers":{"P1659":[{"snaktype":"value","property":"P1659","hash":"0492929b7b1e2ffd96036c623240df48fb4bebd1","datavalue":{"value":{"amount":"+0.9098886","unit":"1"},"type":"quantity"},"datatype":"quantity"}],"P1660":[{"snaktype":"value","property":"P1660","hash":"ac3c626774dcd0d16f89557f66586245841a01db","datavalue":{"value":{"entity-type":"item","numeric-id":6767936,"id":"Q6767936"},"type":"wikibase-entityid"},"datatype":"wikibase-item"}]},"qualifiers-order":["P1659","P1660"],"id":"Q357252$81701BEF-C59F-40D9-9CE2-DE907000FAEA","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P1643","hash":"db32a9aa9c3ee1e6bb2834b8ddc7a68d445205d5","datavalue":{"value":{"entity-type":"item","numeric-id":2726250,"id":"Q2726250"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","qualifiers":{"P1659":[{"snaktype":"value","property":"P1659","hash":"0492929b7b1e2ffd96036c623240df48fb4bebd1","datavalue":{"value":{"amount":"+0.9098886","unit":"1"},"type":"quantity"},"datatype":"quantity"}],"P1660":[{"snaktype":"value","property":"P1660","hash":"ac3c626774dcd0d16f89557f66586245841a01db","datavalue":{"value":{"entity-type":"item","numeric-id":6767936,"id":"Q6767936"},"type":"wikibase-entityid"},"datatype":"wikibase-item"}]},"qualifiers-order":["P1659","P1660"],"id":"Q357252$ED76A83F-7CC1-4E90-85A2-4F626762868B","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P1643","hash":"dba0722929a239940626c6fa9b75a18a505544b0","datavalue":{"value":{"entity-type":"item","numeric-id":3697983,"id":"Q3697983"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","qualifiers":{"P1659":[{"snaktype":"value","property":"P1659","hash":"e4aad39ade42d90ac4ca6f12964879bb82574752","datavalue":{"value":{"amount":"+0.9083396","unit":"1"},"type":"quantity"},"datatype":"quantity"}],"P1660":[{"snaktype":"value","property":"P1660","hash":"ac3c626774dcd0d16f89557f66586245841a01db","datavalue":{"value":{"entity-type":"item","numeric-id":6767936,"id":"Q6767936"},"type":"wikibase-entityid"},"datatype":"wikibase-item"}]},"qualifiers-order":["P1659","P1660"],"id":"Q357252$C59415EA-8E50-44EB-B03F-28ECE7156624","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P1643","hash":"2ba2b0b558d12bf044bc5d513a97dfc556d7412d","datavalue":{"value":{"entity-type":"item","numeric-id":1120896,"id":"Q1120896"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","qualifiers":{"P1659":[{"snaktype":"value","property":"P1659","hash":"8bb3e13ed13544bfccbd80603efdb46af28d54de","datavalue":{"value":{"amount":"+0.9065035","unit":"1"},"type":"quantity"},"datatype":"quantity"}],"P1660":[{"snaktype":"value","property":"P1660","hash":"ac3c626774dcd0d16f89557f66586245841a01db","datavalue":{"value":{"entity-type":"item","numeric-id":6767936,"id":"Q6767936"},"type":"wikibase-entityid"},"datatype":"wikibase-item"}]},"qualifiers-order":["P1659","P1660"],"id":"Q357252$1193C776-E663-40DF-8FA2-5F041D2A2FF2","rank":"normal"}],"P16":[{"mainsnak":{"snaktype":"value","property":"P16","hash":"13c5f7af1fb7f0557f3980c6b5f231b3739eb5e5","datavalue":{"value":{"entity-type":"item","numeric-id":6060232,"id":"Q6060232"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q357252$F81A7AC6-5651-4BDC-9964-2DA03C1B321A","rank":"normal"}]},"sitelinks":{"mardi":{"site":"mardi","title":"Limit theorems for small deviation probabilities of some iterated stochastic processes","badges":[],"url":"https://portal.mardi4nfdi.de/wiki/Limit_theorems_for_small_deviation_probabilities_of_some_iterated_stochastic_processes"}}}}}