Abstract
An Anscombe-type theorem for the large deviations principle for trajectories of a random process is proved. As a consequence, the moderate deviations principle for the compound renewal processes is obtained.
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Translated from Ukrains’kiĭ Matematychnyĭ Visnyk, Vol. 14, No. 2, pp. 201–219 April–June, 2017.
The work was performed under the support with grants of the RFFR (N 05-01-00810), SSh (N 2139.2003.1), and INTAS (N 02-51-5019)
Translated from Russian by V.V. Kukhtin
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Logachov, A.V., Mogulskii, A.A. Anscombe-type theorem and moderate deviations for trajectories of a compound renewal process. J Math Sci 229, 36–50 (2018). https://doi.org/10.1007/s10958-018-3661-z
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DOI: https://doi.org/10.1007/s10958-018-3661-z