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Теория вероятностей и математическая статистика
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
Аннотация:
The moderate deviations principle is obtained for the trajectories of compound renewal processes on the half – line under the Cramèr moment condition.
Ключевые слова:
large deviations principle, moderate deviations principle, compound renewal process, Cramer’s condition, rate function.
Поступила 9 апреля 2020 г., опубликована 12 ноября 2021 г.
Образец цитирования:
A. V. Logachov, A. A. Mogulskii, “The moderate deviations principle for the trajectories of compound renewal processes on the half – line”, Сиб. электрон. матем. изв., 18:2 (2021), 1189–1200
Образцы ссылок на эту страницу:
https://www.mathnet.ru/rus/semr1431 https://www.mathnet.ru/rus/semr/v18/i2/p1189
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