Small ball probabilities for a centered Poisson process of high intensity

DOI10.1007/S10958-005-0213-0MaRDI QIDQ2567797zbMATH OpenOpenAlexFDO

Authors E. Yu. Shmileva

Publication date 13 October 2005

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

Full work available at URL https://doi.org/10.1007/s10958-005-0213-0

Mathematics Subject Classification ID

Gaussian processes (60G15) Point processes (e.g., Poisson, Cox, Hawkes processes) (60G55)

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Cites work

• A lim inf result in Strassen's law of the iterated logarithm
• An approximation of partial sums of independent RV'-s, and the sample DF. I
• An approximation of partial sums of independent RV's, and the sample DF. II
• Chung-type functional laws of the iterated logarithm for tail empirical processes
• scientific article; zbMATH DE number 1402217 (Why is no real title available?)
• scientific article; zbMATH DE number 3251860 (Why is no real title available?)
• Nonstandard functional laws of the iterated logarithm for tail empirical and quantile processes
• On the Maximum Partial Sums of Sequences of Independent Random Variables
• On the rate of clustering to the Strassen set for increments of the uniform empirical process
• Small deviations in the functional central limit theorem with applications to functional laws of the iterated logarithm
• Transformations of Wiener integrals under translations

Cited in

(6)

• Small ball probabilities for a shifted Poisson process
• On the history of St. Petersburg school of probability and mathematical statistics. II: Random processes and dependent variables
• Some new almost sure results on the functional increments of the uniform empirical process
• Small deviations for the Poisson process
• Functional Chung laws for small increments of the empirical process and a lowerbound in the strong invariance principle
• The small-time Chung-Wichura law for Lévy processes with non-vanishing Brownian component

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