Small deviations of iterated processes in the space of trajectories

DOI10.2478/s11533-013-0316-7zbMath1297.60017arXiv1208.6148OpenAlexW2037146221MaRDI QIDQ2440524

Andrei N. Frolov

Publication date: 19 March 2014

Published in: Central European Journal of Mathematics (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1208.6148

zbMATH Keywords

iterated processcompound processsmall deviation probability

Mathematics Subject Classification ID

Large deviations (60F10) General theory of stochastic processes (60G07) Limit theorems in probability theory (60F99)

Related Items

Small ball probabilities for a class of time-changed self-similar processes ⋮ 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

Cites Work

• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Limit theorems for small deviation probabilities of some iterated stochastic processes
• Laws of the iterated logarithm for a class of iterated processes
• Laws of the iterated logarithm for \(\alpha\)-time Brownian motion
• On the small deviation problem for some iterated processes
• On probabilities of small deviations for stochastic processes
• On Probabilities of Small Deviations for Compound Renewal Processes
• Small Deviations in a Space of Trajectories
• Constants in the asymptotics of small deviation probabilities for Gaussian processes and fields
• Survival probabilities of autoregressive processes

This page was built for publication: Small deviations of iterated processes in the space of trajectories