Extension of the Invariance Principle for Compound Renewal Processes to the Zones of Moderately Large and Small Deviations | Sciact - Система учета научной деятельности ИМ СО РАН

Extension of the Invariance Principle for Compound Renewal Processes to the Zones of Moderately Large and Small Deviations Научная публикация

Журнал

Theory of Probability and its Applications
ISSN: 0040-585X , E-ISSN: 1095-7219

Вых. Данные

Год: 2021, Том: 65, Номер: 4, Страницы: 511-526 Страниц : 16 DOI: 10.1137/S0040585X97T990095

Ключевые слова

compound renewal processinvariance principlelarge deviationssmall deviationsrandom walk

Авторы

Боровков Александр Алексеевич ¹

Организации

1	Sobolev Institute of Mathematics

The invariance principle for compound renewal processes is extended (in the sense of asymptotic equivalence) to the zone of moderately large and small deviations. It is assumed that the vector (τ,ζ), which “governs” the process, satisfies certain moment conditions (for example, the Cramér condition), and its components τ and ζ are either independent or linearly dependent. This extension holds, in particular, for random walks.

Borovkov A.A.
Extension of the Invariance Principle for Compound Renewal Processes to the Zones of Moderately Large and Small Deviations
Theory of Probability and its Applications. 2021. V.65. N4. P.511-526. DOI: 10.1137/S0040585X97T990095 WOS Scopus OpenAlex

Боровков А.А.
Распространение принципа инвариантности для обобщенных процессов восстановления на области умеренно больших и малых уклонений
Теория вероятностей и ее применения. 2020. Т.65. №4. С.651–670. DOI: 10.4213/tvp5362 РИНЦ OpenAlex

Web of science:	WOS:000616235300001
Scopus:	2-s2.0-85104404147
OpenAlex:	W3129127966

БД	Цитирований
OpenAlex	2
Scopus	2
Web of science	2