Extension of the invariance principle for compound renewal processes to the zones of moderately large and small deviations

DOI10.1137/S0040585X97T990095MaRDI QIDQ5150153zbMATH OpenOpenAlexFDO

Authors A. A. Borovkov

Publication date 9 February 2021

Published in Theory of Probability & Its Applications (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1137/s0040585x97t990095

zbMATH Keywords

random walklarge deviationsinvariance principlesmall deviationscompound renewal process

Mathematics Subject Classification ID

Large deviations (60F10) Functional limit theorems; invariance principles (60F17) Renewal theory (60K05)

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Cites work

• scientific article; zbMATH DE number 3321762 (Why is no real title available?)
• An approximation of partial sums of independent RV'-s, and the sample DF. I
• An approximation of partial sums of independent RV's, and the sample DF. II
• An approximation of stopped sums with applications in queueing theory
• Asymptotic analysis of random walks. Rapidly decreasing distributions of increments
• Distribution of the maximum of a process with independent increments
• Fourier method for determining the asymptotic behavior of small deviations of a Wiener process
• Functional limit theorems for compound renewal processes
• Invariance principles for renewal processes
• Invariance principles for renewal processes when only moments of low order exist
• Large deviation principles in boundary problems for compound renewal processes
• On the optimality of strong approximation rates for compound renewal processes
• Probability theory. Edited by K. A. Borovkov. Transl. from the Russian by O. Borovkova and P. S. Ruzankin
• Short Communications Moderate Large Deviations Principles for Trajectories of Compound Renewal Processes
• Small Deviations in a Space of Trajectories

Cited in

(2)

• Invariance principles for renewal processes when only moments of low order exist
• The moderate deviations principle for the trajectories of compound renewal processes on the half-line

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