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Moderate large deviations principles for trajectories of compound renewal processes. / Borovkov, A. A.

In: Theory of Probability and its Applications, Vol. 64, No. 2, 01.01.2019, p. 324-333.

Research output: Contribution to journal › Article › peer-review

Harvard

Borovkov, AA 2019, 'Moderate large deviations principles for trajectories of compound renewal processes', Theory of Probability and its Applications, vol. 64, no. 2, pp. 324-333. https://doi.org/10.1137/S0040585X97T989519

APA

Borovkov, A. A. (2019). Moderate large deviations principles for trajectories of compound renewal processes. Theory of Probability and its Applications, 64(2), 324-333. https://doi.org/10.1137/S0040585X97T989519

Vancouver

Borovkov AA. Moderate large deviations principles for trajectories of compound renewal processes. Theory of Probability and its Applications. 2019 Jan 1;64(2):324-333. doi: 10.1137/S0040585X97T989519

Author

Borovkov, A. A. / Moderate large deviations principles for trajectories of compound renewal processes. In: Theory of Probability and its Applications. 2019 ; Vol. 64, No. 2. pp. 324-333.

BibTeX

@article{f6b6d48b623e4cedbd8e76b651cd389a,
title = "Moderate large deviations principles for trajectories of compound renewal processes",
abstract = "Moderate large deviations principles for trajectories of compound renewal processes are put forward assuming that either the Cram{\'e}r condition is satisfied or weaker moment conditions are satisfied.",
keywords = "Compound renewal processes, Cram{\'e}r condition, Crude (logarithmic) invariance principle, Moderate large deviations principle, moderate large deviations principle, crude (logarithmic) invariance principle, Cramer condition, compound renewal processes",
author = "Borovkov, {A. A.}",
year = "2019",
month = jan,
day = "1",
doi = "10.1137/S0040585X97T989519",
language = "English",
volume = "64",
pages = "324--333",
journal = "Theory of Probability and its Applications",
issn = "0040-585X",
publisher = "SIAM PUBLICATIONS",
number = "2",

}

RIS

TY - JOUR

T1 - Moderate large deviations principles for trajectories of compound renewal processes

AU - Borovkov, A. A.

PY - 2019/1/1

Y1 - 2019/1/1

N2 - 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.

AB - 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.

KW - Compound renewal processes

KW - Cramér condition

KW - Crude (logarithmic) invariance principle

KW - Moderate large deviations principle

KW - moderate large deviations principle

KW - crude (logarithmic) invariance principle

KW - Cramer condition

KW - compound renewal processes

UR - http://www.scopus.com/inward/record.url?scp=85070996369&partnerID=8YFLogxK

U2 - 10.1137/S0040585X97T989519

DO - 10.1137/S0040585X97T989519

M3 - Article

AN - SCOPUS:85070996369

VL - 64

SP - 324

EP - 333

JO - Theory of Probability and its Applications

JF - Theory of Probability and its Applications

SN - 0040-585X

IS - 2

ER -

ID: 21348327