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JOURNALS // Zapiski Nauchnykh Seminarov POMI // Archive

Zap. Nauchn. Sem. POMI, 2006 Volume 339, Pages 163–175 (Mi znsl164)

This article is cited in 4 papers

On probabilities of small deviations for compound Cox processes

A. N. Frolov

Saint-Petersburg State University

Abstract: We derive logarithmic asymtotics for probabilities of small deviations for compound Cox processes. We show that under appropriate conditions, these asymptotics are the same as those for sums of independent random variables and processes with independent increments. When these conditions do not hold, the asymptotics of small deviations for compound Cox processes are quite different.

UDC: 519.2

Received: 11.11.2006


 English version:
Journal of Mathematical Sciences (New York), 2007, 145:2, 4931–4937

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