Anscombe-type theorem and moderate deviations for trajectories of a compound renewal process
- Авторлар: Logachov A.V.1, Mogulskii A.A.2
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Мекемелер:
- 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
- Шығарылым: Том 229, № 1 (2018)
- Беттер: 36-50
- Бөлім: Article
- URL: https://ogarev-online.ru/1072-3374/article/view/240369
- DOI: https://doi.org/10.1007/s10958-018-3661-z
- ID: 240369
Дәйексөз келтіру
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.
Авторлар туралы
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
Хат алмасуға жауапты Автор.
Email: omboldovskaya@mail.ru
Ресей, Novosibirsk
Anatolii Mogulskii
S. L. Sobolev Institute of Mathematics of the SD of the RAS
Email: omboldovskaya@mail.ru
Ресей, Novosibirsk
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