Anscombe-type theorem and moderate deviations for trajectories of a compound renewal process

Anscombe-type theorem and moderate deviations for trajectories of a compound renewal process Full article

Journal

Journal of Mathematical Sciences (United States)
ISSN: 1072-3374 , E-ISSN: 1573-8795

Output data

Year: 2018, Volume: 229, Number: 1, Pages: 36-50 Pages count : 15 DOI: 10.1007/s10958-018-3661-z

Tags

Anscombe theorem; compound renewal processes; Cramer condition, function of deviations; moderate deviations principle; the large deviations principle

Authors

Logachov A.V. ^1,2,3,4 , Mogulskii A.A. ¹

Affiliations

1	S. L. Sobolev Institute of Mathematics of the SD of the RAS
2	Novosibirsk State University
3	Siberian State University of Geosystems and Technologies, Novosibirsk, Russia
4	Novosibirsk State University of Economics and Management

An Anscombe-type theorem for the large deviations principle for trajectories of a random process is proved. As a consequence, the moderate deviations principle for the compound renewal processes is obtained.

Logachov A.V. , Mogulskii A.A.
Anscombe-type theorem and moderate deviations for trajectories of a compound renewal process
Journal of Mathematical Sciences (United States). 2018. V.229. N1. P.36-50. DOI: 10.1007/s10958-018-3661-z Scopus OpenAlex

Scopus:	2-s2.0-85040726493
OpenAlex:	W2781633239

DB	Citing
Scopus	5
OpenAlex	5