Small deviations for the Poisson process

DOI10.1016/S0167-7152(97)00117-XzbMATH Open0896.60015MaRDI QIDQ5906876FDOQ5906876

Authors: Sergio Alvarez-Andrade 

Publication date: 1 October 1998

Published in: Statistics \& Probability Letters (Search for Journal in Brave)

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zbMATH Keywords

Poisson processesPoisson processinequalitiessmall deviationsStrassen's functional law of the iterated logarithm

Mathematics Subject Classification ID

Diffusion processes (60J60) Strong limit theorems (60F15)

Cites Work

• Title not available (Why is that?)
• An invariance principle for the law of the iterated logarithm
• On the Maximum Partial Sums of Sequences of Independent Random Variables
• Title not available (Why is that?)
• Small values of Gaussian processes and functional laws of the iterated logarithm
• Small deviations in the functional central limit theorem with applications to functional laws of the iterated logarithm
• Strong approximation of renewal processes
• Strong approximation of extended renewal processes
• A relation between Chung's and Strassen's laws of the iterated logarithm
• A note on small ball probability of a Gaussian process with stationary increments
• Lim inf results for Gaussian samples and Chung's functional LIL
• A lim inf result in Strassen's law of the iterated logarithm
• Small ball estimates for Brownian motion and the Brownian sheet
• Maxima of partial sums of independent random variables
• Clustering behavior of finite variance partial sum processes

Cited In (8)

• Exact asymptotics for small deviations of compound Poisson process
• Poisson-Dirichlet distribution with small mutation rate
• Large deviations for the Poisson process
• The Wills functional for Poisson processes
• Small deviations for the Poisson process
• Small ball probabilities for a shifted Poisson process
• Small deviations of general Lévy processes
• Small ball probabilities for a centered Poisson process of high intensity

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