Moderate large deviations principles for trajectories of compound renewal processes

Moderate large deviations principles for trajectories of compound renewal processes Full article

Journal

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

Output data

Year: 2019, Volume: 64, Number: 2, Pages: 324-333 Pages count : 10 DOI: 10.1137/S0040585X97T989519

Tags

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

Authors

Borovkov A.A. ^1,2

Affiliations

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

DB	Citing
Scopus	2
OpenAlex	3
Web of science	2