Email this article Anscombe-type theorem and moderate deviations for trajectories of a compound renewal process
- Authors: Logachov A.V.1, Mogulskii A.A.2
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Affiliations:
- S. L. Sobolev Institute of Mathematics of the SD of the RAS, Novosibirsk State University, Sibirian State University of Geosystems and Technologies, Novosibirsk State University of Economy and Management
- S. L. Sobolev Institute of Mathematics of the SD of the RAS
- Issue: Vol 229, No 1 (2018)
- Pages: 36-50
- Section: Article
- URL: https://journals.rcsi.science/1072-3374/article/view/240369
- DOI: https://doi.org/10.1007/s10958-018-3661-z
- ID: 240369
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Abstract
An Anscombe-type theorem for the large deviations principle for trajectories of a random process is proved. As a consequence, the moderate deviations principle for the compound renewal processes is obtained.
About the authors
Artem V. Logachov
S. L. Sobolev Institute of Mathematics of the SD of the RAS, Novosibirsk State University, Sibirian State University of Geosystems and Technologies, Novosibirsk State University of Economy and Management
Author for correspondence.
Email: omboldovskaya@mail.ru
Russian Federation, Novosibirsk
Anatolii A. Mogulskii
S. L. Sobolev Institute of Mathematics of the SD of the RAS
Email: omboldovskaya@mail.ru
Russian Federation, Novosibirsk
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