Extension of the Invariance Principle for Compound Renewal Processes to the Zones of Moderately Large and Small Deviations Full article
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Theory of Probability and its Applications
ISSN: 0040-585X , E-ISSN: 1095-7219 |
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| Output data | Year: 2021, Volume: 65, Number: 4, Pages: 511-526 Pages count : 16 DOI: 10.1137/S0040585X97T990095 | ||
| Tags | compound renewal processinvariance principlelarge deviationssmall deviationsrandom walk | ||
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Abstract:
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.
Cite:
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
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
Original:
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
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
Identifiers:
| Web of science: | WOS:000616235300001 |
| Scopus: | 2-s2.0-85104404147 |
| OpenAlex: | W3129127966 |