Аннотация:
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.