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...
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| Datum: | 2008 |
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| Format: | Artikel |
| Sprache: | Englisch |
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Інститут математики НАН України
2008
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| Online Zugang: | https://nasplib.isofts.kiev.ua/handle/123456789/4548 |
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| Назва журналу: | Digital Library of Periodicals of National Academy of Sciences of Ukraine |
| Zitieren: | 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. |
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Digital Library of Periodicals of National Academy of Sciences of Ukraine| _version_ | 1862707199692767232 |
|---|---|
| author | Frolov, A.N. |
| author_facet | Frolov, A.N. |
| 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. |
| collection | DSpace DC |
| 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.
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| first_indexed | 2025-12-07T17:03:40Z |
| format | Article |
| fulltext | |
| id | nasplib_isofts_kiev_ua-123456789-4548 |
| institution | Digital Library of Periodicals of National Academy of Sciences of Ukraine |
| issn | 0321-3900 |
| language | English |
| last_indexed | 2025-12-07T17:03:40Z |
| publishDate | 2008 |
| publisher | Інститут математики НАН України |
| record_format | dspace |
| spelling | Frolov, A.N. 2009-12-03T16:34:21Z 2009-12-03T16:34:21Z 2008 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 https://nasplib.isofts.kiev.ua/handle/123456789/4548 519.21 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. This article was partially supported by RFBR, grant 05–01–00486. en Інститут математики НАН України On asymptotic behaviour of probabilities of small deviations for compound Cox processes Article published earlier |
| spellingShingle | On asymptotic behaviour of probabilities of small deviations for compound Cox processes Frolov, A.N. |
| title | 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_short | 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 |
| url | https://nasplib.isofts.kiev.ua/handle/123456789/4548 |
| work_keys_str_mv | AT frolovan onasymptoticbehaviourofprobabilitiesofsmalldeviationsforcompoundcoxprocesses |