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

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

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.

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Veröffentlicht in:Journal of mathematical sciences (New York, N.Y.) N.Y.), 2018-02, Vol.229 (1), p.36-50
Hauptverfasser: Logachov, Artem V., Mogulskii, Anatolii A.
Format: Artikel
Sprache:eng
Schlagworte:
FUNCTIONS
MATHEMATICAL METHODS AND COMPUTING
Mathematics
Mathematics and Statistics
RANDOMNESS
Theorems
TRAJECTORIES
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Zusammenfassung: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.
ISSN:1072-3374
1573-8795
DOI:10.1007/s10958-018-3661-z