Anscombe-type theorem and moderate deviations for trajectories of a compound renewal process
- 作者: Logachov A.1, Mogulskii A.2
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隶属关系:
- 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
- 期: 卷 229, 编号 1 (2018)
- 页面: 36-50
- 栏目: Article
- URL: https://journals.rcsi.science/1072-3374/article/view/240369
- DOI: https://doi.org/10.1007/s10958-018-3661-z
- ID: 240369
如何引用文章
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