Limit theorems for small deviation probabilities of some iterated stochastic processes

DOI10.1007/S10958-013-1169-0MaRDI QIDQ357252zbMATH OpenOpenAlexFDO

Authors A. N. Frolov

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

iterated processCox processcompound renewal process.probabilities of small deviations

Mathematics Subject Classification ID

Limit theorems in probability theory (60F99) General theory of stochastic processes (60G07)

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Cites work

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• scientific article; zbMATH DE number 3255204 (Why is no real title available?)
• Asymptotic behavior of small ball probabilities
• Gaussian processes: Inequalities, small ball probabilities and applications
• On Probabilities of Small Deviations for Compound Renewal Processes
• On probabilities of small deviations for stochastic processes
• On the small deviation problem for some iterated processes

Cited in

(9)

• On small deviation probabilities for certain iterated random processes
• On asymptotic behavior of probabilities of large and moderate deviations for some iterated stochastic processes
• scientific article; zbMATH DE number 61272 (Why is no real title available?)
• On the small deviation problem for some iterated processes
• Small deviations of iterated processes in the space of trajectories
• On the history of St. Petersburg school of probability and mathematical statistics. II: Random processes and dependent variables
• On the asymptotic behaviour of probabilities of small deviations for compound Cox processes
• Quenched Small Deviation for the Trajectory of a Random Walk with Random Environment in Time
• On the asymptotics of supremum distribution for some iterated processes

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