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Sibirskie Èlektronnye Matematicheskie Izvestiya [Siberian Electronic Mathematical Reports], 2021, Volume 18, Issue 2, Pages 1189–1200
DOI: https://doi.org/10.33048/semi.2021.18.090 (Mi semr1431) 		 
Probability theory and mathematical statistics

The moderate deviations principle for the trajectories of compound renewal processes on the half – line

A. V. Logachova, A. A. Mogulskiibc

a Dep. of Computer Science in Economics, Novosibirsk State Technical University 20, K. Marksa ave., Novosibirsk, 630073, Russia
b Lab. of Probability Theory and Math. Statistics, Sobolev Institute of Mathematics, 4, Koptyuga ave., Novosibirsk, 630090, Russia
c Novosibirsk State University, 1, Pirogova str., Novosibirsk, 630090, Russia
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DOI: https://doi.org/10.33048/semi.2021.18.090
Abstract: The moderate deviations principle is obtained for the trajectories of compound renewal processes on the half – line under the Cramèr moment condition.
Keywords: large deviations principle, moderate deviations principle, compound renewal process, Cramer’s condition, rate function.
Funding agency Grant number
Ministry of Science and Higher Education of the Russian Federation 075-15-2019-1675
The paper is supported by the Mathematical Center in Akademgorodok, grant 075-15-2019-1675 by the Ministry of Science and Higher Education.
Received April 9, 2020, published November 12, 2021
Bibliographic databases:
Document Type: Article
UDC: 519.21
MSC: 60K05,60F10
Language: English
Citation: A. V. Logachov, A. A. Mogulskii, “The moderate deviations principle for the trajectories of compound renewal processes on the half – line”, Sib. Èlektron. Mat. Izv., 18:2 (2021), 1189–1200
Citation in format AMSBIB
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\by A.~V.~Logachov, A.~A.~Mogulskii
\paper The moderate deviations principle for the trajectories of compound renewal processes on the half -- line
\jour Sib. \`Elektron. Mat. Izv.
\yr 2021
\vol 18
\issue 2
\pages 1189--1200
\mathnet{http://mi.mathnet.ru/semr1431}
\crossref{https://doi.org/10.33048/semi.2021.18.090}
\isi{https://gateway.webofknowledge.com/gateway/Gateway.cgi?GWVersion=2&SrcApp=Publons&SrcAuth=Publons_CEL&DestLinkType=FullRecord&DestApp=WOS_CPL&KeyUT=000734395000010}
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