A. V. Logachov, A. A. Mogulskii, “The moderate deviations principle for the trajectories of compound renewal processes on the half – line”, Sib. Èlektron. Mat. Izv., 2021, Volume 18, Issue 2,Pages <nobr>1189

Probability theory and mathematical statistics

The moderate deviations principle for the trajectories of compound renewal processes on the half – line

A. V. Logachov^a, A. A. Mogulskii^bc

^a Dep. of Computer Science in Economics, Novosibirsk State Technical University 20, K. Marksa ave., Novosibirsk, 630073, Russia
^b Lab. of Probability Theory and Math. Statistics, Sobolev Institute of Mathematics, 4, Koptyuga ave., Novosibirsk, 630090, Russia
^c Novosibirsk State University, 1, Pirogova str., Novosibirsk, 630090, Russia

Abstract: The moderate deviations principle is obtained for the trajectories of compound renewal processes on the half – line under the Cramèr moment condition.

Keywords: large deviations principle, moderate deviations principle, compound renewal process, Cramer’s condition, rate function.

UDC: 519.21

MSC: 60K05,60F10

Received April 9, 2020, published November 12, 2021

Language: English

DOI: 10.33048/semi.2021.18.090