On Probabilities of Small Deviations for Compound Renewal Processes
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Publication:3521346
DOI10.1137/S0040585X97983043zbMath1154.60071MaRDI QIDQ3521346
Josef G. Steinebach, Andrei N. Frolov, Alexander I. Martikainen
Publication date: 21 August 2008
Published in: Theory of Probability & Its Applications (Search for Journal in Brave)
renewal processsmall deviation probabilitiesChing's law of the iterated logarithm.compound Poison prosess
Related Items (6)
Limit theorems for small deviation probabilities of some iterated stochastic processes ⋮ Quenched Small Deviation for the Trajectory of a Random Walk with Random Environment in Time ⋮ Large deviations of generalized renewal process ⋮ Small deviations of iterated processes in the space of trajectories ⋮ On small deviation probabilities for certain iterated random processes ⋮ On the history of St. Petersburg school of probability and mathematical statistics. II: Random processes and dependent variables
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