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

Artem V. Logachov; Anatolii A. Mogulskii

doi:10.1007/s10958-018-3661-z

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

Artem V. Logachov, Anatolii A. Mogulskii

Section of Probability Theory and Mathematical Statistics

Research output: Contribution to journal › Article › peer-review

Abstract

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.

Original language	English
Pages (from-to)	36-50
Number of pages	15
Journal	Journal of Mathematical Sciences (United States)
Volume	229
Issue number	1
DOIs	https://doi.org/10.1007/s10958-018-3661-z
Publication status	Published - 1 Feb 2018

Keywords

Anscombe theorem
compound renewal processes
Cramer condition, function of deviations
moderate deviations principle
the large deviations principle

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10.1007/s10958-018-3661-z

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title = "Anscombe-type theorem and moderate deviations for trajectories of a compound renewal process",

abstract = "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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AU - Logachov, Artem V.

AU - Mogulskii, Anatolii A.

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KW - compound renewal processes

KW - Cramer condition, function of deviations

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

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Keywords

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