On asymptotic behaviour of probabilities of small deviations for compound Cox processes

• Date: 2008
• Main Author: Frolov, A.N.
• Format: Article
• Language: English
• Published: Інститут математики НАН України 2008
• Online Access: https://nasplib.isofts.kiev.ua/handle/123456789/4548
• Journal Title: Digital Library of Periodicals of National Academy of Sciences of Ukraine
• Cite this: 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.

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...