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.

Bibliographische Detailangaben

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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