Small deviations for the Poisson process

Let be a Poisson process, we study the asymptotic estimates for probabilities of the form , where r> 0, [latin small letter f with hook] [set membership, variant] K where K is the Strassen's set and at is a real sequence satisfying suitable conditions of growth and regularity. This type of result for Poisson process seems new. Finally, we establish a result of Chung's type for the Poisson process.

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Year of publication:	1998
Authors:	Alvarez-Andrade, Sergio
Published in:	Statistics & Probability Letters. - Elsevier, ISSN 0167-7152. - Vol. 37.1998, 3, p. 279-285
Publisher:	Elsevier
Keywords:	Poisson process Small balls estimates Chung's Theorem Law of iterated logarithm

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Type of publication:	Article
Source:	RePEc - Research Papers in Economics

Persistent link: https://www.econbiz.de/10005259154