Small deviations of iterated processes in the space of trajectories

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.

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Bibliographische Detailangaben
Veröffentlicht in:	Central European journal of mathematics 2013-12, Vol.11 (12), p.2089-2098
1. Verfasser:	Frolov, Andrei N.
Format:	Artikel
Sprache:	eng
Schlagworte:	60F99 60G99 Algebra Asymptotic properties Compound process Deviation Geometry Iterated process Lie Groups Mathematics Mathematics and Statistics Number Theory Probability Theory and Stochastic Processes Research Article Small deviation probability Topological Groups
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Beschreibung
Zusammenfassung:	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.
ISSN:	1895-1074 2391-5455 1644-3616 2391-5455
DOI:	10.2478/s11533-013-0316-7