On asymptotic behaviour of probabilities of small deviations for compound Cox processes
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 indep...
Збережено в:
| Дата: | 2008 |
|---|---|
| Автор: | |
| Формат: | Стаття |
| Мова: | English |
| Опубліковано: |
Інститут математики НАН України
2008
|
| Онлайн доступ: | http://dspace.nbuv.gov.ua/handle/123456789/4548 |
| Теги: |
Додати тег
Немає тегів, Будьте першим, хто поставить тег для цього запису!
|
| Назва журналу: | Digital Library of Periodicals of National Academy of Sciences of Ukraine |
| Цитувати: | 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. |
Репозитарії
Digital Library of Periodicals of National Academy of Sciences of Ukraine| id |
irk-123456789-4548 |
|---|---|
| record_format |
dspace |
| spelling |
irk-123456789-45482009-12-07T12:00:37Z On asymptotic behaviour of probabilities of small deviations for compound Cox processes Frolov, A.N. 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. 2008 Article 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. 0321-3900 http://dspace.nbuv.gov.ua/handle/123456789/4548 519.21 en Інститут математики НАН України |
| institution |
Digital Library of Periodicals of National Academy of Sciences of Ukraine |
| collection |
DSpace DC |
| language |
English |
| description |
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. |
| format |
Article |
| author |
Frolov, A.N. |
| spellingShingle |
Frolov, A.N. On asymptotic behaviour of probabilities of small deviations for compound Cox processes |
| author_facet |
Frolov, A.N. |
| author_sort |
Frolov, A.N. |
| title |
On asymptotic behaviour of probabilities of small deviations for compound Cox processes |
| title_short |
On asymptotic behaviour of probabilities of small deviations for compound Cox processes |
| title_full |
On asymptotic behaviour of probabilities of small deviations for compound Cox processes |
| title_fullStr |
On asymptotic behaviour of probabilities of small deviations for compound Cox processes |
| title_full_unstemmed |
On asymptotic behaviour of probabilities of small deviations for compound Cox processes |
| title_sort |
on asymptotic behaviour of probabilities of small deviations for compound cox processes |
| publisher |
Інститут математики НАН України |
| publishDate |
2008 |
| url |
http://dspace.nbuv.gov.ua/handle/123456789/4548 |
| citation_txt |
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. |
| work_keys_str_mv |
AT frolovan onasymptoticbehaviourofprobabilitiesofsmalldeviationsforcompoundcoxprocesses |
| first_indexed |
2023-03-24T08:30:39Z |
| last_indexed |
2023-03-24T08:30:39Z |
| _version_ |
1796139192623824896 |