Limit theorems for small deviation probabilities of some iterated stochastic processes

DOI10.1007/s10958-013-1169-0zbMath1282.60039MaRDI QIDQ357252

Mohammad Hasan, M. Dambrine

Publication date: 30 July 2013

Published in: Journal of Mathematical Sciences (New York) (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s10958-013-1169-0

zbMATH Keywords

Cox process; iterated process; compound renewal process.; probabilities of small deviations

Mathematics Subject Classification ID

60G07: General theory of stochastic processes

60F99: Limit theorems in probability theory