On probabilities of small deviations for stochastic processes

DOI10.3103/S1055134415010058zbMath0718.60024OpenAlexW2082659203MaRDI QIDQ2639407

Anatoliĭ Alfredovich Mogul'skiĭ, Aleksandr A. Borovkov

Publication date: 1991

Published in: Siberian Advances in Mathematics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.3103/s1055134415010058

zbMATH Keywords

Wiener processlaw of iterated logarithmsmall deviationsrandom broken line process

Mathematics Subject Classification ID

Gaussian processes (60G15) Brownian motion (60J65) Large deviations (60F10) Functional limit theorems; invariance principles (60F17)

Related Items (9)

Small ball probabilities for Gaussian Markov processes under the \(L_p\)-norm. ⋮ Limit theorems for small deviation probabilities of some iterated stochastic processes ⋮ Small deviations of stable processes and entropy of the associated random operators ⋮ Quenched Small Deviation for the Trajectory of a Random Walk with Random Environment in Time ⋮ Small time Chung-type LIL for Lévy processes ⋮ Small Deviations of Sums of Correlated Stationary Gaussian Sequences ⋮ Small deviations of iterated processes in the space of trajectories ⋮ Metric entropy of integration operators and small ball probabilites for the Brownian sheet ⋮ Small deviations of general Lévy processes

Cites Work

• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• On large deviation principles in metric spaces
• Large deviations of heavy-tailed sums with applications in insurance
• Conditional moderately large deviation principles for the trajectories of random walks and processes with independent increments
• Asymptotic Analysis of Random Walks
• Some Limit Theorems for Large Deviations
• Asymptotic probabilities and differential equations
• Boundary-Value Problems for Random Walks and Large Deviations in Function Spaces

This page was built for publication: On probabilities of small deviations for stochastic processes