THE MODERATE DEVIATIONS PRINCIPLE FOR THE TRAJECTORIES OF COMPOUND RENEWAL PROCESSES ON THE HALF-LINE

被引：0

作者：

Logachov, A., V ^{[1
]}

Mogulskii, A. A. ^{[2
,3
]}

机构：

[1] Novosibirsk State Tech Univ, Dept Comp Sci Econ, 20 K Marksa Ave, Novosibirsk 630073, Russia

[2] Sobolev Inst Math, Lab Probabil Theory & Math Stat, 4 Koptyuga Ave, Novosibirsk 630090, Russia

[3] Novosibirsk State Univ, 1 Pirogova Str, Novosibirsk 630090, Russia

来源：

SIBERIAN ELECTRONIC MATHEMATICAL REPORTS-SIBIRSKIE ELEKTRONNYE MATEMATICHESKIE IZVESTIYA | 2021年 / 18卷 / 02期

关键词：

large deviations principle; moderate deviations principle; compound renewal process; Cramer's condition; rate function;

D O I：

10.33048/semi.2021.18.090

中图分类号：

O1 [数学];

学科分类号：

0701 ; 070101 ;

摘要：

The moderate deviations principle is obtained for the trajectories of compound renewal processes on the half - line under the Cramer moment condition.

引用

页码：1189 / 1200

页数：12

共 39 条

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Borovkov, A. A.
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[2] Large deviations for processes on half-line
Klebaner, F. C.
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Mogulskii, A. A.
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[3] LARGE DEVIATIONS FOR PROCESSES ON HALF-LINE: RANDOM WALK AND COMPOUND POISSON
Klebaner, F. C.
Mogulskii, A. A.
SIBERIAN ELECTRONIC MATHEMATICAL REPORTS-SIBIRSKIE ELEKTRONNYE MATEMATICHESKIE IZVESTIYA, 2019, 16 : 1 - 20
[4] Extended Large Deviation Principle for Trajectories of Processes with Independent and Stationary Increments on the Half-line
F. C. Klebaner
A. V. Logachov
A. A. Mogulskii
Problems of Information Transmission, 2020, 56 : 56 - 72
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Logachov, A. V.
Mogulskii, A. A.
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Mogulskii A.A.
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[7] Bohmian trajectories for the half-line barrier
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Shim, Jeong-Bo
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THEORY OF PROBABILITY AND ITS APPLICATIONS, 2021, 65 (04) : 511 - 526
[9] ON PROBABILITIES OF SMALL DEVIATIONS FOR COMPOUND RENEWAL PROCESSES
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THEORY OF PROBABILITY AND ITS APPLICATIONS, 2008, 52 (02) : 328 - U7
[10] AN UNCERTAINTY PRINCIPLE FOR FUNCTIONS VANISHING ON A HALF-LINE
SKOOG, RA
IEEE TRANSACTIONS ON CIRCUIT THEORY, 1970, CT17 (02): : 241 - +

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