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

DOI10.33048/SEMI.2021.18.090zbMath1485.60083OpenAlexW4205698309MaRDI QIDQ2058319

Artem Vasilhevich Logachov, Anatoliĭ Alfredovich Mogul'skiĭ

Publication date: 8 December 2021

Published in: Sibirskie Èlektronnye Matematicheskie Izvestiya (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.33048/semi.2021.18.090

zbMATH Keywords

rate functionlarge deviations principlecompound renewal processCramer's conditionmoderate deviations principle

Mathematics Subject Classification ID

Large deviations (60F10) Renewal theory (60K05)

Cites Work

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• Anscombe-type theorem and moderate deviations for trajectories of a compound renewal process
• Extended large deviation principle for trajectories of processes with independent and stationary increments on the half-line
• Boundary crossing problems for compound renewal processes
• Large deviations for processes on half-line: random walk and compound Poisson
• Asymptotic Analysis of Random Walks: Light-Tailed Distributions

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