Small deviations of iterated processes in space of trajectories

Autor:	Frolov, Andrei N.
Rok vydání:	2012
Předmět:	Mathematics - Probability 60F99 60G99
Zdroj:	Central European J. of Math., 2013, V. 11, I. 12, 2089-2098
Druh dokumentu:	Working Paper
DOI:	10.2478/s11533-013-0316-7
Popis:	We derive logarithmic asymptotics of probabilities of small deviations for iterated processes in the space of trajectories. We find conditions under which these asymptotics coincide with those of processes generating iterated processes. When these conditions fail the asymptotics are quite different.
Databáze:	arXiv
Externí odkaz:	http://arxiv.org/abs/1208.6148 Zobrazit plný text záznamu View this record from Arxiv