A. I. Martikainen, A. N. Frolov, J. Steinebach, “On probabilities of small deviations for compound renewal processes”, Teor. Veroyatnost. i Primenen., 2007, Volume 52, Issue 2,Pages <nobr>366

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On probabilities of small deviations for compound renewal processes

A. I. Martikainen^a, A. N. Frolov^a, J. Steinebach^b

^a Saint-Petersburg State University
^b Fachbereich Mathematik und Informatik, Philipps–Universität Marburg

Abstract: The asymptotic behavior of small deviation probabilities for compound renewal processes is investigated.

Keywords: small deviation probabilities, renewal process, compound Poisson process, Chung's law of the iterated logarithm.

Received: 12.12.2005
Revised: 22.07.2006

DOI: 10.4213/tvp180