A. V. Logachov, A. A. Mogulskii, “The moderate deviations principle for the trajectories of compound renewal processes on the half – line”, Сиб. электрон. матем. изв., 2021, том 18, выпуск 2,страницы 1189

Теория вероятностей и математическая статистика

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

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

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

УДК: 519.21

MSC: 60K05,60F10

Поступила 9 апреля 2020 г., опубликована 12 ноября 2021 г.

Язык публикации: английский

DOI: 10.33048/semi.2021.18.090