Limit theorems for small deviation probabilities of some iterated stochastic processes

DOI10.1007/S10958-013-1169-0zbMATH Open1282.60039OpenAlexW1986403900MaRDI QIDQ357252FDOQ357252

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

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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)

Cites Work

• Gaussian processes: Inequalities, small ball probabilities and applications
• Title not available (Why is that?)
• On the small deviation problem for some iterated processes
• Title not available (Why is that?)
• On probabilities of small deviations for stochastic processes
• Asymptotic behavior of small ball probabilities
• Title not available (Why is that?)
• On Probabilities of Small Deviations for Compound Renewal 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
• Title not available (Why is that?)
• 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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