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On small deviation probabilities for certain iterated random processes. / Frolov, A.N.

в: Vestnik St. Petersburg University: Mathematics, № 4, 2013, стр. 180-186.

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Harvard

Frolov, AN 2013, 'On small deviation probabilities for certain iterated random processes', Vestnik St. Petersburg University: Mathematics, № 4, стр. 180-186. https://doi.org/10.3103/S1063454113030047

APA

Frolov, A. N. (2013). On small deviation probabilities for certain iterated random processes. Vestnik St. Petersburg University: Mathematics, (4), 180-186. https://doi.org/10.3103/S1063454113030047

Vancouver

Frolov AN. On small deviation probabilities for certain iterated random processes. Vestnik St. Petersburg University: Mathematics. 2013;(4):180-186. https://doi.org/10.3103/S1063454113030047

Author

Frolov, A.N. / On small deviation probabilities for certain iterated random processes. в: Vestnik St. Petersburg University: Mathematics. 2013 ; № 4. стр. 180-186.

BibTeX

@article{88847dd125aa49868b9d8c64e9926f4f,
title = "On small deviation probabilities for certain iterated random processes",
abstract = "The asymptotic behavior of small deviation probabilities for some iterated random processes is investigated. It is shown that, under certain conditions, iterated and noniterated processes have logarithmic asymptotics of the same character; otherwise, these asymptotics may differ substantially. Some iterated Gaussian processes are considered as an example. {\textcopyright} 2013 Allerton Press, Inc.",
author = "A.N. Frolov",
year = "2013",
doi = "10.3103/S1063454113030047",
language = "English",
pages = "180--186",
journal = "Vestnik St. Petersburg University: Mathematics",
issn = "1063-4541",
publisher = "Pleiades Publishing",
number = "4",

}

RIS

TY - JOUR

T1 - On small deviation probabilities for certain iterated random processes

AU - Frolov, A.N.

PY - 2013

Y1 - 2013

N2 - The asymptotic behavior of small deviation probabilities for some iterated random processes is investigated. It is shown that, under certain conditions, iterated and noniterated processes have logarithmic asymptotics of the same character; otherwise, these asymptotics may differ substantially. Some iterated Gaussian processes are considered as an example. © 2013 Allerton Press, Inc.

AB - The asymptotic behavior of small deviation probabilities for some iterated random processes is investigated. It is shown that, under certain conditions, iterated and noniterated processes have logarithmic asymptotics of the same character; otherwise, these asymptotics may differ substantially. Some iterated Gaussian processes are considered as an example. © 2013 Allerton Press, Inc.

U2 - 10.3103/S1063454113030047

DO - 10.3103/S1063454113030047

M3 - Article

SP - 180

EP - 186

JO - Vestnik St. Petersburg University: Mathematics

JF - Vestnik St. Petersburg University: Mathematics

SN - 1063-4541

IS - 4

ER -

ID: 7522482