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On asymptotic behaviour of probabilities of small deviations for compound Cox processes
Репозиторій DSpace/Manakin
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On asymptotic behaviour of probabilities of small deviations for compound Cox processes
УДК:
519.21
Посилання:
On asymptotic behaviour of probabilities of small deviations for compound Cox processes / A.N. Frolov // Theory of Stochastic Processes. — 2008. — Т. 14 (30), № 2. — С. 19–27. — Бібліогр.: 10 назв.— англ.
Підтримка:
This article was partially supported by RFBR, grant 05–01–00486.
Дата:
2008
Переглядів:
1109
Завантажень:
665
Анотація:
We derive logarithmic asymtotics for probabilities of small deviations for compound Cox processes in the space of trajectories. We find conditions under which these asymptotics are the same as those for sums of independent identically distributed random variables and homogeneous processes with independent increments. We show that if these conditions do not hold, the asymptotics of small deviations for compound Cox processes are quite different.
