Anscombe-type theorem and moderate deviations for trajectories of a compound renewal process

DOI10.1007/s10958-018-3661-zzbMath1387.60132OpenAlexW2781633239WikidataQ99980092 ScholiaQ99980092MaRDI QIDQ1707178

Anatoliĭ Alfredovich Mogul'skiĭ, Artem Vasil'evich Logachov

Publication date: 28 March 2018

Published in: Journal of Mathematical Sciences (New York) (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s10958-018-3661-z

zbMATH Keywords

large deviations principlemoderate deviations principleAnscombe theoremcompound renewal processesCramer condition, function of deviations

Mathematics Subject Classification ID

Large deviations (60F10) Markov renewal processes, semi-Markov processes (60K15)

Related Items (5)

Large deviation principle for terminating multidimensional compound renewal processes with application to polymer pinning models ⋮ Limit theorems for chains with unbounded variable length memory which satisfy Cramer condition ⋮ The moderate deviations principle for the trajectories of compound renewal processes on the half-line ⋮ Large deviation principles for the processes admitting embedded compound renewal processes ⋮ Large and moderate deviations for record numbers in some non-nearest neighbor random walks

Cites Work

• Invariance principles for renewal processes
• Large Deviations and Metastability
• Weak convergence of sequences of random elements with random indices
• Asymptotic properties of randomly indexed sequences of random variables
• On the central limit theorem for the sum of a random number of independent random variables
• Large deviations
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