Large Deviation Principles for the Processes Admitting Embedded Compound Renewal Processes

A. V. Logachov; A. A. Mogulskii

doi:10.1134/S0037446622010104

Large Deviation Principles for the Processes Admitting Embedded Compound Renewal Processes

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Abstract

We obtain limit theorems in the domain of large and moderate deviationsfor the processes admitting embedded compound renewal processes.We justify the large and moderate deviation principlesfor the trajectories of periodic compound renewal processes with delayand find a moderate deviation principlefor the trajectories of semi-Markov compound renewal processes.

Original language	English
Pages (from-to)	119-137
Number of pages	19
Journal	Siberian Mathematical Journal
Volume	63
Issue number	1
DOIs	https://doi.org/10.1134/S0037446622010104
Publication status	Published - Jan 2022

Keywords

519.2
compound renewal process
large deviation principle
moderate deviation principle
periodic compound renewal process
semi-Markov compound renewal process

OECD FOS+WOS

1.01 MATHEMATICS

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10.1134/S0037446622010104

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title = "Large Deviation Principles for the Processes Admitting Embedded Compound Renewal Processes",

abstract = "We obtain limit theorems in the domain of large and moderate deviationsfor the processes admitting embedded compound renewal processes.We justify the large and moderate deviation principlesfor the trajectories of periodic compound renewal processes with delayand find a moderate deviation principlefor the trajectories of semi-Markov compound renewal processes.",

keywords = "519.2, compound renewal process, large deviation principle, moderate deviation principle, periodic compound renewal process, semi-Markov compound renewal process",

author = "Logachov, {A. V.} and Mogulskii, {A. A.}",

note = "Funding Information: The work is supported by the Mathematical Center in Akademgorodok under Agreement 075–15–2019–1675 with the Ministry of Science and Higher Education of the Russian Federation. Publisher Copyright: {\textcopyright} 2022, Pleiades Publishing, Ltd.",

year = "2022",

month = jan,

doi = "10.1134/S0037446622010104",

language = "English",

volume = "63",

pages = "119--137",

journal = "Siberian Mathematical Journal",

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T1 - Large Deviation Principles for the Processes Admitting Embedded Compound Renewal Processes

AU - Logachov, A. V.

AU - Mogulskii, A. A.

N1 - Funding Information: The work is supported by the Mathematical Center in Akademgorodok under Agreement 075–15–2019–1675 with the Ministry of Science and Higher Education of the Russian Federation. Publisher Copyright: © 2022, Pleiades Publishing, Ltd.

PY - 2022/1

Y1 - 2022/1

N2 - We obtain limit theorems in the domain of large and moderate deviationsfor the processes admitting embedded compound renewal processes.We justify the large and moderate deviation principlesfor the trajectories of periodic compound renewal processes with delayand find a moderate deviation principlefor the trajectories of semi-Markov compound renewal processes.

AB - We obtain limit theorems in the domain of large and moderate deviationsfor the processes admitting embedded compound renewal processes.We justify the large and moderate deviation principlesfor the trajectories of periodic compound renewal processes with delayand find a moderate deviation principlefor the trajectories of semi-Markov compound renewal processes.

KW - 519.2

KW - compound renewal process

KW - large deviation principle

KW - moderate deviation principle

KW - periodic compound renewal process

KW - semi-Markov compound renewal process

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U2 - 10.1134/S0037446622010104

DO - 10.1134/S0037446622010104

M3 - Article

AN - SCOPUS:85123610002

VL - 63

SP - 119

EP - 137

JO - Siberian Mathematical Journal

JF - Siberian Mathematical Journal

SN - 0037-4466

IS - 1

ER -

Large Deviation Principles for the Processes Admitting Embedded Compound Renewal Processes

Abstract

Keywords

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