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This article is cited in 2 scientific papers (total in 2 papers)
Short Communications
Moderately large deviation principles for trajectories of compound renewal processes
A. A. Borovkovab a Sobolev Institute of Mathematics, Siberian Branch of the Russian Academy of Sciences, Novosibirsk
b Novosibirsk State University
Abstract:
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.
Keywords:
compound renewal processes, moderate large deviations principle, Cramér condition, crude (logarithmic) invariance principle.
Received: 18.05.2018 Accepted: 31.05.2018
Citation:
A. A. Borovkov, “Moderately large deviation principles for trajectories of compound renewal processes”, Teor. Veroyatnost. i Primenen., 64:2 (2019), 399–411; Theory Probab. Appl., 64:2 (2019), 324–333
Linking options:
https://www.mathnet.ru/eng/tvp5218https://doi.org/10.4213/tvp5218 https://www.mathnet.ru/eng/tvp/v64/i2/p399
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Abstract page: | 305 | Full-text PDF : | 56 | References: | 37 | First page: | 15 |
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