Anscombe-type theorem and moderate deviations for trajectories of a compound renewal process
- Авторы: Logachov A.1, Mogulskii A.2
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Учреждения:
- 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
- Выпуск: Том 229, № 1 (2018)
- Страницы: 36-50
- Раздел: 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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Аннотация
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.
Об авторах
Artem 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
Автор, ответственный за переписку.
Email: omboldovskaya@mail.ru
Россия, Novosibirsk
Anatolii Mogulskii
S. L. Sobolev Institute of Mathematics of the SD of the RAS
Email: omboldovskaya@mail.ru
Россия, Novosibirsk