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JOURNALS // Teoriya Veroyatnostei i ee Primeneniya // Archive
Teor. Veroyatnost. i Primenen., 2019 Volume 64, Issue 2, Pages 399–411 (Mi tvp5218)
This article is cited in 2 papers

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Moderately large deviation principles for trajectories of compound renewal processes

A. A. Borovkovab

a Sobolev Institute of Mathematics, Siberian Branch of the Russian Academy of Sciences, Novosibirsk
b Novosibirsk State University

Abstract: Moderate large deviations principles for trajectories of compound renewal processes are put forward assuming that either the Cramér condition is satisfied or weaker moment conditions are satisfied.

Keywords: compound renewal processes, moderate large deviations principle, Cramér condition, crude (logarithmic) invariance principle.

Received: 18.05.2018
Accepted: 31.05.2018

DOI: 10.4213/tvp5218


 English version: Theory of Probability and its Applications, 2019, 64:2, 324–333

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