Research output: Contribution to journal › Article › peer-review
The moderate deviations principle for the trajectories of compound renewal processes on the half-line. / Logachov, A.; Mogulskii, A. A.
In: Сибирские электронные математические известия, Vol. 18, No. 2, 48, 2021, p. 1189-1200.Research output: Contribution to journal › Article › peer-review
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TY - JOUR
T1 - The moderate deviations principle for the trajectories of compound renewal processes on the half-line
AU - Logachov, A.
AU - Mogulskii, A. A.
N1 - Funding Information: Logachov, A.V., Mogulskii, A.A., The moderate deviations principle for the trajectories of compound renewal processes on the half line. © 2021 Logachov A.V., Mogulskii A.A. 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. Publisher Copyright: © 2021 Logachov A.V., Mogulskii A.A
PY - 2021
Y1 - 2021
N2 - The moderate deviations principle is obtained for the trajectories of compound renewal processes on the half - line under the Cramèr moment condition.
AB - The moderate deviations principle is obtained for the trajectories of compound renewal processes on the half - line under the Cramèr moment condition.
KW - large deviations principle
KW - moderate deviations principle
KW - compound renewal process
KW - Cramer's condition
KW - rate function
KW - Compound renewal process
KW - Rate function
KW - Large deviations principle
KW - Moderate deviations principle
UR - http://www.scopus.com/inward/record.url?scp=85124123610&partnerID=8YFLogxK
UR - https://elibrary.ru/item.asp?id=47669565
U2 - 10.33048/SEMI.2021.18.090
DO - 10.33048/SEMI.2021.18.090
M3 - Article
VL - 18
SP - 1189
EP - 1200
JO - Сибирские электронные математические известия
JF - Сибирские электронные математические известия
SN - 1813-3304
IS - 2
M1 - 48
ER -
ID: 35409183