Limit theorems for small deviation probabilities of some iterated stochastic processes

DOI10.1007/s10958-013-1169-0zbMath1282.60039OpenAlexW1986403900MaRDI QIDQ357252

Mohammad Hasan, M. Dambrine

Publication date: 30 July 2013

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

Full work available at URL: https://doi.org/10.1007/s10958-013-1169-0

zbMATH Keywords

Cox processiterated processcompound renewal process.probabilities of small deviations

Mathematics Subject Classification ID

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

Related Items (3)

Quenched Small Deviation for the Trajectory of a Random Walk with Random Environment in Time ⋮ Small deviations of iterated processes in the space of trajectories ⋮ On the history of St. Petersburg school of probability and mathematical statistics. II: Random processes and dependent variables

Cites Work

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• 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

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