On Probabilities of Small Deviations for Compound Renewal Processes

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

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Bibliographic Details
Published in:Theory of probability and its applications 2008-01, Vol.52 (2), p.328-337
Main Authors: Frolov, A. N., Martikainen, A. I., Steinebach, J.
Format: Article
Language:English
Subjects:
Random variables
Renewals
Stochastic models
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Description
Summary:The asymptotic behavior of small deviation probabilities for compound renewal processes is investigated.
ISSN:0040-585X
1095-7219
DOI:10.1137/S0040585X97983043