On Probabilities of Small Deviations for Compound Renewal Processes

A. N. Frolov; A. I. Martikainen; J. Steinebach

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On Probabilities of Small Deviations for Compound Renewal Processes

机译：复合更新过程中的小偏差概率

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摘要

The asymptotic behavior of small deviation probabilities for compound renewal processes is investigated.

机译：研究了复合更新过程中小偏差概率的渐近行为。

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《Theory of probability and its applications》 |2007年第2期|共10页
作者
A. N. Frolov; A. I. Martikainen; J. Steinebach;
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原文格式 PDF
正文语种 eng
中图分类高等数学;
关键词
small deviation probabilities; renewal process; compound Poisson process; Chung's law of the iterated logarithm;

机译：小偏差概率;更新过程;泊松复合过程;重对数仲定律;

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专利

1. On Probabilities of Small Deviations for Compound Renewal Processes [J] . A. N. Frolov, A. I. Martikainen, J. Steinebach Theory of probability and its applications . 2007,第2期

机译：复合更新过程中的小偏差概率
2. ON ASYMPTOTIC BEHAVIOR FOR PROBABILITIES OF LARGE DEVIATIONS OF COMPOUND COX PROCESSES [J] . A. N. Frolov Journal of Mathematical Sciences . 2009,第3期

机译：复合COX过程大偏差概率的渐近行为
3. ON PROBABILITIES OF SMALL DEVIATIONS FOR COMPOUND COX PROCESSES [J] . A. N. Frolov Journal of Mathematical Sciences . 2007,第2期

机译：混合COX过程的小偏差概率
4. Probability Density of Response of Dynamic Systems to Renewal Impulse Processes: Path Integral Solution [C] . Iwankiewicz Radoslaw, Di Paola Mario Polish Congress of Mechanics;International Conference on Computer Methods in Mechanics . 2020

机译：动态系统对续订脉冲过程的响应概率密度：路径积分解
5. Renewal risk processes with stochastic returns on investments: A unified approach and analysis of the ruin probabilities. [D] . Constantinescu, Corina D. 2006

机译：具有随机投资回报的更新风险过程：统一的方法和破产概率的分析。
6. Precise large deviations of aggregate claims in a size-dependent renewal risk model with stopping time claim-number process [O] . Shuo Zhang, Dehui Wang, Shihang Yu -1

机译：在具有停工期索赔数量过程的尺寸相关续约风险模型中总索赔额的精确大偏差
7. On asymptotic behaviour of probabilities of small deviations for compound Cox processes [O] . Frolov A.N. 2008

机译：复合Cox过程的小偏差概率的渐近行为
8. Large Deviation Probabilities for Certain Dependent Processes [R] . Singh, K. 1981

机译：某些相关过程的大偏差概率

On Probabilities of Small Deviations for Compound Renewal Processes

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