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Zapiski Nauchnykh Seminarov POMI, 2008, Volume 361, Pages 167–181 (Mi znsl2188)  
This article is cited in 2 scientific papers (total in 2 papers)

On asymptotic behaviour of probabilities of large deviations for compound Cox processes

A. N. Frolov

Saint-Petersburg State University
Full-text PDF (218 kB) Citations (2)
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Abstract: We derive logarithmic asymptotics for probabilities of large 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 large deviations probabilities for compound Cox processes are quite different. Bibl. – 5 titles.
Received: 11.11.2008
English version:
Journal of Mathematical Sciences (New York), 2009, Volume 159, Issue 3, Pages 376–383
DOI: https://doi.org/10.1007/s10958-009-9450-y
Bibliographic databases:
UDC: 519.2
Language: Russian
Citation: A. N. Frolov, “On asymptotic behaviour of probabilities of large deviations for compound Cox processes”, Probability and statistics. Part 13, Zap. Nauchn. Sem. POMI, 361, POMI, St. Petersburg, 2008, 167–181; J. Math. Sci. (N. Y.), 159:3 (2009), 376–383
Citation in format AMSBIB
\Bibitem{Fro08}
\by A.~N.~Frolov
\paper On asymptotic behaviour of probabilities of large deviations for compound Cox processes
\inbook Probability and statistics. Part~13
\serial Zap. Nauchn. Sem. POMI
\yr 2008
\vol 361
\pages 167--181
\publ POMI
\publaddr St.~Petersburg
\mathnet{http://mi.mathnet.ru/znsl2188}
\zmath{https://zbmath.org/?q=an:1185.60023}
\transl
\jour J. Math. Sci. (N. Y.)
\yr 2009
\vol 159
\issue 3
\pages 376--383
\crossref{https://doi.org/10.1007/s10958-009-9450-y}
\scopus{https://www.scopus.com/record/display.url?origin=inward&eid=2-s2.0-67349148584}
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    • This publication is cited in the following 2 articles:
    Citing articles in Google Scholar: Russian citations, English citations
    Related articles in Google Scholar: Russian articles, English articles
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