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Zapiski Nauchnykh Seminarov POMI, 2006, Volume 339, Pages 163–175 (Mi znsl164)  
This article is cited in 4 scientific papers (total in 4 papers)

On probabilities of small deviations for compound Cox processes

A. N. Frolov

Saint-Petersburg State University
Full-text PDF (204 kB) Citations (4)
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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.
Received: 11.11.2006
English version:
Journal of Mathematical Sciences (New York), 2007, Volume 145, Issue 2, Pages 4931–4937
DOI: https://doi.org/10.1007/s10958-007-0327-7
Bibliographic databases:
UDC: 519.2
Language: Russian
Citation: A. N. Frolov, “On probabilities of small deviations for compound Cox processes”, Probability and statistics. Part 10, Zap. Nauchn. Sem. POMI, 339, POMI, St. Petersburg, 2006, 163–175; J. Math. Sci. (N. Y.), 145:2 (2007), 4931–4937
Citation in format AMSBIB
\Bibitem{Fro06}
\by A.~N.~Frolov
\paper On probabilities of small deviations for compound Cox processes
\inbook Probability and statistics. Part~10
\serial Zap. Nauchn. Sem. POMI
\yr 2006
\vol 339
\pages 163--175
\publ POMI
\publaddr St.~Petersburg
\mathnet{http://mi.mathnet.ru/znsl164}
\mathscinet{http://mathscinet.ams.org/mathscinet-getitem?mr=2355408}
\zmath{https://zbmath.org/?q=an:1118.60039}
\transl
\jour J. Math. Sci. (N. Y.)
\yr 2007
\vol 145
\issue 2
\pages 4931--4937
\crossref{https://doi.org/10.1007/s10958-007-0327-7}
\scopus{https://www.scopus.com/record/display.url?origin=inward&eid=2-s2.0-34547699097}
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    • This publication is cited in the following 4 articles:
    Citing articles in Google Scholar: Russian citations, English citations
    Related articles in Google Scholar: Russian articles, English articles
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