Sibirskii Matematicheskii Zhurnal
RUS  ENG    JOURNALS   PEOPLE   ORGANISATIONS   CONFERENCES   SEMINARS   VIDEO LIBRARY   PACKAGE AMSBIB  
General information
Latest issue
Archive
Impact factor

Search papers
Search references

RSS
Latest issue
Current issues
Archive issues
What is RSS


Sibirsk. Mat. Zh.:
Year:
Volume:
Issue:
Page:
Find




Personal entry:
Login:
Password:
Save password
Enter
Forgotten password?
Register

Sibirskii Matematicheskii Zhurnal, 2022, Volume 63, Number 1, Pages 145–166
DOI: https://doi.org/10.33048/smzh.2022.63.110 (Mi smj7647) 		 
Large deviation principles for the processes admitting embedded compound renewal processes

A. V. Logachovab, A. A. Mogul'skiica

a Sobolev Institute of Mathematics, Siberian Branch of the Russian Academy of Sciences, Novosibirsk
b Novosibirsk State Technical University
c Novosibirsk State University
Full-text PDF (374 kB)
References:
PDF
HTML
DOI: https://doi.org/10.33048/smzh.2022.63.110
Abstract: We obtain limit theorems in the domain of large and moderate deviations for the processes admitting embedded compound renewal processes. We justify the large and moderate deviation principles for the trajectories of periodic compound renewal processes with delay and find a moderate deviation principle for the trajectories of semi-Markov compound renewal processes.
Keywords: compound renewal process, periodic compound renewal process, semi-Markov compound renewal process, large deviation principle, moderate deviation principle.
Funding agency Grant number
Ministry of Science and Higher Education of the Russian Federation 075–15–2019–1675
The work is supported by the Mathematical Center in Akademgorodok under Agreement 075–15–2019–1675 with the Ministry of Science and Higher Education of the Russian Federation.
Received: 30.06.2020
Revised: 01.11.2021
Accepted: 10.12.2021
English version:
Siberian Mathematical Journal, 2022, Volume 63, Issue 1, Pages 119–137
DOI: https://doi.org/10.1134/S0037446622010104
Bibliographic databases:
Document Type: Article
UDC: 519.2
Language: Russian
Citation: A. V. Logachov, A. A. Mogul'skii, “Large deviation principles for the processes admitting embedded compound renewal processes”, Sibirsk. Mat. Zh., 63:1 (2022), 145–166; Siberian Math. J., 63:1 (2022), 119–137
Citation in format AMSBIB
\Bibitem{LogMog22}
\by A.~V.~Logachov, A.~A.~Mogul'skii
\paper Large deviation principles for the processes admitting embedded compound renewal processes
\jour Sibirsk. Mat. Zh.
\yr 2022
\vol 63
\issue 1
\pages 145--166
\mathnet{http://mi.mathnet.ru/smj7647}
\crossref{https://doi.org/10.33048/smzh.2022.63.110}
\mathscinet{http://mathscinet.ams.org/mathscinet-getitem?mr=4440271}
\transl
\jour Siberian Math. J.
\yr 2022
\vol 63
\issue 1
\pages 119--137
\crossref{https://doi.org/10.1134/S0037446622010104}
Linking options:
  • https://www.mathnet.ru/eng/smj7647
  • https://www.mathnet.ru/eng/smj/v63/i1/p145
    • Citing articles in Google Scholar: Russian citations, English citations
    Related articles in Google Scholar: Russian articles, English articles
    		Сибирский математический журнал Siberian Mathematical Journal
    Statistics & downloads:
    Abstract page:88
    Full-text PDF :29
    References:23
    First page:9
     
      Contact us:
    		  Terms of Use  Registration to the website  Logotypes © Steklov Mathematical Institute RAS, 2024