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JOURNALS // Zapiski Nauchnykh Seminarov POMI // Archive

Zap. Nauchn. Sem. POMI, 2003 Volume 298, Pages 280–303 (Mi znsl1209)

This article is cited in 5 papers

Small ball probability for centered Poisson process of high intensity

E. Yu. Shmileva

Saint-Petersburg State University

Abstract: We study the limiting behavior of the probability with which the path of a centered Poisson process of high intensity gets into a small ball with a receding center. The results of this paper are restricted to the simplest case where the variation of the shift function (center of the ball) is finite. The estimates are obtained under the optimal conditions for the intensity of the process.

UDC: 519.2

Received: 29.09.2003


 English version:
Journal of Mathematical Sciences (New York), 2005, 128:1, 2656–2668

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