TY - JOUR
T1 - Anscombe-type theorem and moderate deviations for trajectories of a compound renewal process
AU - Logachov, Artem V.
AU - Mogulskii, Anatolii A.
PY - 2018/2/1
Y1 - 2018/2/1
N2 - 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.
AB - 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.
KW - Anscombe theorem
KW - compound renewal processes
KW - Cramer condition, function of deviations
KW - moderate deviations principle
KW - the large deviations principle
UR - http://www.scopus.com/inward/record.url?scp=85040726493&partnerID=8YFLogxK
U2 - 10.1007/s10958-018-3661-z
DO - 10.1007/s10958-018-3661-z
M3 - Article
AN - SCOPUS:85040726493
VL - 229
SP - 36
EP - 50
JO - Journal of Mathematical Sciences (United States)
JF - Journal of Mathematical Sciences (United States)
SN - 1072-3374
IS - 1
ER -