Enviar artigo por via de e-mail Anscombe-type theorem and moderate deviations for trajectories of a compound renewal process
- Autores: Logachov A.V.1, Mogulskii A.A.2
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Afiliações:
- 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
- Edição: Volume 229, Nº 1 (2018)
- Páginas: 36-50
- Seção: Article
- URL: https://ogarev-online.ru/1072-3374/article/view/240369
- DOI: https://doi.org/10.1007/s10958-018-3661-z
- ID: 240369
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Somente assinantes
Resumo
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.
Sobre autores
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
Autor responsável pela correspondência
Email: omboldovskaya@mail.ru
Rússia, Novosibirsk
Anatolii Mogulskii
S. L. Sobolev Institute of Mathematics of the SD of the RAS
Email: omboldovskaya@mail.ru
Rússia, Novosibirsk
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