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Large Deviation Principles for the Processes Admitting Embedded Compound Renewal Processes Full article

Journal Siberian Mathematical Journal
ISSN: 0037-4466 , E-ISSN: 1573-9260
Output data Year: 2022, Volume: 63, Number: 1, Pages: 119 - 137 Pages count : 19 DOI: 10.1134/S0037446622010104
Tags compound renewal process; large deviation principle; moderate deviation principle; periodic compound renewal process; semi-Markov compound renewal process
Authors Mogulʹskii Anatolii Alʹfredovich 1,2 , Logachov Artem Vasilʹevich 1,3
Affiliations
1 Sobolev Institute of Mathematics
2 Novosibirsk State University
3 Novosibirsk State Technical University

Funding (1)

1 Министерство науки и высшего образования РФ
Mathematical Center in Akademgorodok 		075-15-2019-1613, 075-15-2022-281

Abstract: We obtain limit theorems in the domain of large and moderate deviationsfor the processes admitting embedded compound renewal processes.We justify the large and moderate deviation principlesfor the trajectories of periodic compound renewal processes with delayand find a moderate deviation principlefor the trajectories of semi-Markov compound renewal processes.
Cite: Mogulʹskii A.A. , Logachov A.V.
Large Deviation Principles for the Processes Admitting Embedded Compound Renewal Processes
Siberian Mathematical Journal. 2022. V.63. N1. P.119 - 137. DOI: 10.1134/S0037446622010104 WOS Scopus РИНЦ OpenAlex
Original: Могульский А.А. , Логачев А.В.
Принципы больших уклонений для процессов, допускающих вложенные обобщенные процессы восстановления
Сибирский математический журнал. 2022. Т.63. №1. С.145–166. DOI: 10.33048/smzh.2022.63.110 РИНЦ MathNet
Identifiers:
Web of science: WOS:000749276800010
Scopus: 2-s2.0-85123610002
Elibrary: 48145894
OpenAlex: W4210670588
Citing: Пока нет цитирований
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