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

DOI10.1007/S10958-018-3661-ZMaRDI QIDQ1707178zbMATH OpenOpenAlexWikidataFDO

Authors Artem Vasil'evich Logachov, Anatoli Mogulskii

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)

Recommendations

• Large deviation principles for the processes admitting embedded compound renewal processes
• Large deviation principles for trajectories of compound renewal processes. I
• Large deviation principles for trajectories of compound renewal processes. II
• The moderate deviations principle for the trajectories of compound renewal processes on the half-line
• Functional limit theorems for compound renewal processes

Cites work

• scientific article; zbMATH DE number 3833000 (Why is no real title available?)
• scientific article; zbMATH DE number 3876298 (Why is no real title available?)
• scientific article; zbMATH DE number 3826915 (Why is no real title available?)
• scientific article; zbMATH DE number 167567 (Why is no real title available?)
• scientific article; zbMATH DE number 1245556 (Why is no real title available?)
• scientific article; zbMATH DE number 512560 (Why is no real title available?)
• scientific article; zbMATH DE number 1158743 (Why is no real title available?)
• scientific article; zbMATH DE number 194664 (Why is no real title available?)
• scientific article; zbMATH DE number 3274494 (Why is no real title available?)
• scientific article; zbMATH DE number 3073499 (Why is no real title available?)
• Asymptotic analysis of random walks. Rapidly decreasing distributions of increments
• Asymptotic properties of randomly indexed sequences of random variables
• Invariance principles for renewal processes
• Large Deviations and Metastability
• Large deviations
• Large deviations and idempotent probability
• Large deviations for stochastic processes.
• On the central limit theorem for the sum of a random number of independent random variables
• Weak convergence of sequences of random elements with random indices

Cited in

(6)

• Large and moderate deviations for record numbers in some non-nearest neighbor random walks
• Limit theorems for chains with unbounded variable length memory which satisfy Cramer condition
• Functional limit theorems for compound renewal processes
• Large deviation principle for terminating multidimensional compound renewal processes with application to polymer pinning models
• 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

This page was built for publication: Anscombe-type theorem and moderate deviations for trajectories of a compound renewal process

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q1707178)