On small deviation probabilities for certain iterated random processes

DOI10.3103/S1063454113030047zbMath1297.93147OpenAlexW2134312637MaRDI QIDQ460582

J. Herrera, D. Rodríguez-Gómez

Publication date: 13 October 2014

Published in: Vestnik St. Petersburg University. Mathematics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.3103/s1063454113030047

zbMATH Keywords

iterated Gaussian processesiterated processessmall deviation probabilities

Mathematics Subject Classification ID

Gaussian processes (60G15) Stochastic systems in control theory (general) (93E03)

Related Items (1)

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

Cites Work

• 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
• Asymptotic behavior of divergences and Cameron-Martin theorem on loop spaces.
• Small deviations of iterated processes in the space of trajectories
• On Probabilities of Small Deviations for Compound Renewal Processes
• Random polynomials having few or no real zeros
• Constants in the asymptotics of small deviation probabilities for Gaussian processes and fields
• Survival probabilities of autoregressive processes
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