On small deviation probabilities for certain iterated random processes

DOI10.3103/S1063454113030047zbMATH Open1297.93147OpenAlexW2134312637MaRDI QIDQ460582FDOQ460582

Authors: A. N. Frolov 

Publication date: 13 October 2014

Published in: Vestnik St. Petersburg University. Mathematics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.3103/s1063454113030047

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zbMATH Keywords

iterated Gaussian processesiterated processessmall deviation probabilities

Mathematics Subject Classification ID

Gaussian processes (60G15) Stochastic systems in control theory (general) (93E03)

Cites Work

• Gaussian processes: Inequalities, small ball probabilities and applications
• On the small deviation problem for some iterated processes
• Small deviations of iterated processes in the space of trajectories
• Laws of the iterated logarithm for a class of iterated processes
• Title not available (Why is that?)
• Asymptotic behavior of small ball probabilities
• Title not available (Why is that?)
• On Probabilities of Small Deviations for Compound Renewal Processes
• Laws of the iterated logarithm for \(\alpha\)-time Brownian motion
• Random polynomials having few or no real zeros
• Constants in the asymptotics of small deviation probabilities for Gaussian processes and fields
• Asymptotic behavior of divergences and Cameron-Martin theorem on loop spaces.
• On the asymptotic behaviour of probabilities of small deviations for compound Cox processes
• Survival probabilities of autoregressive processes

Cited In (10)

• Small ball probabilities for a class of time-changed self-similar processes
• On asymptotic behavior of probabilities of large and moderate deviations for some iterated stochastic processes
• On the small deviation problem for some iterated processes
• SMALL DEVIATIONS OF RIEMANN--LIOUVILLE PROCESSES IN ${L_{\lowercase{q}}}$ SPACES WITH RESPECT TO FRACTAL MEASURES
• Small deviations of iterated processes in the space of trajectories
• On small deviations conjecture
• Small deviations for stable processes via compactness properties of the parameter set
• Limit theorems for small deviation probabilities of some iterated stochastic processes
• On the asymptotic behaviour of probabilities of small deviations for compound Cox processes
• On the asymptotics of supremum distribution for some iterated processes

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