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 |
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| container_title | Journal of mathematical sciences (New York, N.Y.) |
| container_volume | 229 |
| creator | Logachov, Artem V. Mogulskii, Anatolii A. |
| description | 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. |
| doi_str_mv | 10.1007/s10958-018-3661-z |
| format | Article |
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| issn | 1072-3374 1573-8795 |
| language | eng |
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| source | SpringerLink Journals - AutoHoldings |
| subjects | FUNCTIONS MATHEMATICAL METHODS AND COMPUTING Mathematics Mathematics and Statistics RANDOMNESS Theorems TRAJECTORIES |
| title | Anscombe-type theorem and moderate deviations for trajectories of a compound renewal process |
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