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Zapiski Nauchnykh Seminarov POMI, 2003, Volume 298, Pages 280–303
(Mi znsl1209)
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This article is cited in 5 scientific papers (total 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.
Received: 29.09.2003
Citation:
E. Yu. Shmileva, “Small ball probability for centered Poisson process of high intensity”, Probability and statistics. Part 6, Zap. Nauchn. Sem. POMI, 298, POMI, St. Petersburg, 2003, 280–303; J. Math. Sci. (N. Y.), 128:1 (2005), 2656–2668
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https://www.mathnet.ru/eng/znsl1209 https://www.mathnet.ru/eng/znsl/v298/p280
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Abstract page: | 248 | Full-text PDF : | 61 | References: | 42 |
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