Small ball probabilities for a shifted Poisson process

DOI10.1023/A:1026182304492MaRDI QIDQ1781262zbMATH OpenOpenAlexFDO

Authors P. Deheuvels, M. A. Lifshits

Publication date 23 June 2005

Published in Journal of Mathematical Sciences (New York) (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1023/a:1026182304492

zbMATH Keywords

Cameron-Martin formulaSkorokhod density technique

Mathematics Subject Classification ID

Processes with independent increments; Lévy processes (60G51)

Recommendations

• Small ball probabilities for a centered Poisson process of high intensity
• Small ball probabilities for jump Lévy processes from the Wiener domain of attraction
• Small deviations for the Poisson process
• Small ball probabilities for a Wiener process under weighted sup-norms, with an application to the supremum of Bessel local times
• Small deviations for the Poisson process

Cited in

(7)

• Learning to rank on graphs
• On the history of St. Petersburg school of probability and mathematical statistics. II: Random processes and dependent variables
• Small ball probabilities for a centered Poisson process of high intensity
• Functional limit laws for local empirical processes in a spatial setting
• Some new almost sure results on the functional increments of the uniform empirical process
• Small deviations for the Poisson process
• Small ball probabilities for jump Lévy processes from the Wiener domain of attraction

This page was built for publication: Small ball probabilities for a shifted Poisson process

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q1781262)