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Teor. Veroyatnost. i Primenen., 2019, Volume 64, Issue 2, Pages 399–411 (Mi tvp5218)  

This article is cited in 1 scientific paper (total in 1 paper)

Short Communications

Moderately large deviation principles for trajectories of compound renewal processes

A. A. Borovkovab

a Sobolev Institute of Mathematics, Siberian Branch of the Russian Academy of Sciences, Novosibirsk
b Novosibirsk State University

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.

Keywords: compound renewal processes, moderate large deviations principle, Cramér condition, crude (logarithmic) invariance principle.

DOI: https://doi.org/10.4213/tvp5218

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English version:
Theory of Probability and its Applications, 2019, 64:2, 324–333

Bibliographic databases:

Received: 18.05.2018
Accepted:31.05.2018

Citation: A. A. Borovkov, “Moderately large deviation principles for trajectories of compound renewal processes”, Teor. Veroyatnost. i Primenen., 64:2 (2019), 399–411; Theory Probab. Appl., 64:2 (2019), 324–333

Citation in format AMSBIB
\Bibitem{Bor19}
\by A.~A.~Borovkov
\paper Moderately large deviation principles for trajectories of compound renewal processes
\jour Teor. Veroyatnost. i Primenen.
\yr 2019
\vol 64
\issue 2
\pages 399--411
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\crossref{https://doi.org/10.4213/tvp5218}
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\elib{https://elibrary.ru/item.asp?id=37298300}
\transl
\jour Theory Probab. Appl.
\yr 2019
\vol 64
\issue 2
\pages 324--333
\crossref{https://doi.org/10.1137/S0040585X97T989519}
\isi{http://gateway.isiknowledge.com/gateway/Gateway.cgi?GWVersion=2&SrcApp=PARTNER_APP&SrcAuth=LinksAMR&DestLinkType=FullRecord&DestApp=ALL_WOS&KeyUT=000478971000009}
\scopus{https://www.scopus.com/record/display.url?origin=inward&eid=2-s2.0-85070996369}


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  • http://mi.mathnet.ru/eng/tvp5218
  • https://doi.org/10.4213/tvp5218
  • http://mi.mathnet.ru/eng/tvp/v64/i2/p399

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    Citing articles on Google Scholar: Russian citations, English citations
    Related articles on Google Scholar: Russian articles, English articles

    This publication is cited in the following articles:
    1. A. A. Borovkov, “Extension of the invariance principle for compound renewal processes to the zones of moderately large and small deviations”, Theory Probab. Appl., 65:4 (2021), 511–526  mathnet  crossref  crossref  isi  elib
  • Теория вероятностей и ее применения Theory of Probability and its Applications
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