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Probability theory and mathematical statistics
The moderate deviations principle for the trajectories of compound renewal processes on the half – line
A. V. Logachova, A. A. Mogulskiibc a Dep. of Computer Science in Economics, Novosibirsk State Technical University 20, K. Marksa ave., Novosibirsk, 630073, Russia
b Lab. of Probability Theory and Math. Statistics, Sobolev Institute of Mathematics, 4, Koptyuga ave., Novosibirsk, 630090, Russia
c Novosibirsk State University, 1, Pirogova str., Novosibirsk, 630090, Russia
Abstract:
The moderate deviations principle is obtained for the trajectories of compound renewal processes on the half – line under the Cramèr moment condition.
Keywords:
large deviations principle, moderate deviations principle, compound renewal process, Cramer’s condition, rate function.
Received April 9, 2020, published November 12, 2021
Citation:
A. V. Logachov, A. A. Mogulskii, “The moderate deviations principle for the trajectories of compound renewal processes on the half – line”, Sib. Èlektron. Mat. Izv., 18:2 (2021), 1189–1200
Linking options:
https://www.mathnet.ru/eng/semr1431 https://www.mathnet.ru/eng/semr/v18/i2/p1189
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