Moderate large deviations principles for trajectories of compound renewal processes

A. A. Borovkov

Research output: Contribution to journalArticle

Abstract

Moderate large deviations principles for trajectories of compound renewal processes are put forward assuming that either the Cramér condition is satisfied or weaker moment conditions are satisfied.

Original languageEnglish
Pages (from-to)324-333
Number of pages10
JournalTheory of Probability and its Applications
Volume64
Issue number2
DOIs
Publication statusPublished - 1 Jan 2019

Keywords

  • Compound renewal processes
  • Cramér condition
  • Crude (logarithmic) invariance principle
  • Moderate large deviations principle
  • moderate large deviations principle
  • crude (logarithmic) invariance principle
  • Cramer condition
  • compound renewal processes

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