Anscombe-type theorem and moderate deviations for trajectories of a compound renewal process


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详细

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.

作者简介

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

编辑信件的主要联系方式.
Email: omboldovskaya@mail.ru
俄罗斯联邦, Novosibirsk

Anatolii Mogulskii

S. L. Sobolev Institute of Mathematics of the SD of the RAS

Email: omboldovskaya@mail.ru
俄罗斯联邦, Novosibirsk


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