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

DOI10.1007/S10958-018-3661-ZzbMATH Open1387.60132OpenAlexW2781633239WikidataQ99980092 ScholiaQ99980092MaRDI QIDQ1707178FDOQ1707178

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

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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)

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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

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