On Probabilities of Small Deviations for Compound Renewal Processes

DOI10.1137/S0040585X97983043MaRDI QIDQ3521346zbMATH OpenFDO

Authors Andrey Frolov, A. I. Martikainen, J. G. Steinebach

Publication date 21 August 2008

Published in Theory of Probability & Its Applications (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1137/S0040585X97983043

zbMATH Keywords

Ching's law of the iterated logarithm.compound Poison prosessrenewal processsmall deviation probabilities

Mathematics Subject Classification ID

Markov renewal processes, semi-Markov processes (60K15)

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• The moderate deviations principle for the trajectories of compound renewal processes on the half-line
• Large deviations of generalized renewal process
• On the history of St. Petersburg school of probability and mathematical statistics. II: Random processes and dependent variables
• Small deviations of iterated processes in the space of trajectories
• On the asymptotic behaviour of probabilities of small deviations for compound Cox processes
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• Limit theorems for small deviation probabilities of some iterated stochastic processes
• On small deviation probabilities for certain iterated random processes
• Large deviations for a terminating compound renewal process
• Properties of the deviation rate function and the asymptotics for the Laplace transform of the distribution of a compound renewal process
• Quenched Small Deviation for the Trajectory of a Random Walk with Random Environment in Time
• A small deviation for random walk with random environment in time

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