The moderate deviations principle for the trajectories of compound renewal processes on the half–line

Authors

Artem Logachov Novosibirsk State Technical University
Anatolii Mogulskii Sobolev Institute of Mathematics SO RAN, Novosibirsk State University

Large deviations principle, moderate deviations principle, compound renewal process, Cramer’s condition, rate function.

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

2021-11-12

Probability theory and mathematical statistics