Small ball probabilities for a centered Poisson process of high intensity

DOI10.1007/s10958-005-0213-0zbMath1074.60059OpenAlexW2032550305MaRDI QIDQ2567797

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)

Related Items (4)

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

Cites Work

• Unnamed Item
• Unnamed Item
• A lim inf result in Strassen's law of the iterated logarithm
• On the rate of clustering to the Strassen set for increments of the uniform empirical process
• Chung-type functional laws of the iterated logarithm for tail empirical processes
• Small deviations in the functional central limit theorem with applications to functional laws of the iterated logarithm
• Nonstandard functional laws of the iterated logarithm for tail empirical and quantile processes
• Transformations of Wiener integrals under translations
• An approximation of partial sums of independent RV's, and the sample DF. II
• An approximation of partial sums of independent RV'-s, and the sample DF. I
• On the Maximum Partial Sums of Sequences of Independent Random Variables

This page was built for publication: Small ball probabilities for a centered Poisson process of high intensity