Moderate large deviations principles for trajectories of compound renewal processes | Sciact - Система учета научной деятельности ИМ СО РАН

Moderate large deviations principles for trajectories of compound renewal processes Научная публикация

Журнал

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

Вых. Данные

Год: 2019, Том: 64, Номер: 2, Страницы: 324-333 Страниц : 10 DOI: 10.1137/S0040585X97T989519

Ключевые слова

Compound renewal processes; Cramér condition; Crude (logarithmic) invariance principle; Moderate large deviations principle

Авторы

Borovkov A.A. ^1,2

Организации

1	Sobolev Institute of Mathematics of the Siberian Branch of the Russian Academy of Sciences
2	Novosibirsk State University

Moderate large deviations principles for trajectories of compound renewal processes are put forward assuming that either the Cramér condition is satisfied or weaker moment conditions are satisfied. © 2019 Society for Industrial and Applied Mathematics Translated from Russian Journal.

Borovkov A.A.
Moderate large deviations principles for trajectories of compound renewal processes
Theory of Probability and its Applications. 2019. V.64. N2. P.324-333. DOI: 10.1137/S0040585X97T989519 WOS Scopus OpenAlex

Боровков А.А.
Принципы умеренно больших уклонений для траекторий обобщенных процессов восстановления
Теория вероятностей и ее применения. 2019. Т.64. №2. С.399–411. DOI: 10.4213/tvp5218 РИНЦ OpenAlex

Web of science:	WOS:000478971000009
Scopus:	2-s2.0-85070996369
OpenAlex:	W2964379842

БД	Цитирований
Scopus	2
OpenAlex	3
Web of science	2