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This article is cited in 6 scientific papers (total in 6 papers)
Short Communications
On probabilities of small deviations for compound renewal processes
A. I. Martikainena, A. N. Frolova, J. Steinebachb 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
Citation:
A. I. Martikainen, A. N. Frolov, J. Steinebach, “On probabilities of small deviations for compound renewal processes”, Teor. Veroyatnost. i Primenen., 52:2 (2007), 366–375; Theory Probab. Appl., 52:2 (2008), 328–337
Linking options:
https://www.mathnet.ru/eng/tvp180https://doi.org/10.4213/tvp180 https://www.mathnet.ru/eng/tvp/v52/i2/p366
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