{"title":"Extension of the Invariance Principle for Compound Renewal Processes to the Zones of Moderately Large and Small Deviations","authors":"A. Borovkov","doi":"10.1137/S0040585X97T990095","DOIUrl":null,"url":null,"abstract":"The invariance principle for compound renewal processes is extended (in the sense of asymptotic equivalence) to the zone of moderately large and small deviations. It is assumed that the vector $(\\t...","PeriodicalId":51193,"journal":{"name":"Theory of Probability and its Applications","volume":null,"pages":null},"PeriodicalIF":0.5000,"publicationDate":"2021-02-05","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":"1","resultStr":null,"platform":"Semanticscholar","paperid":null,"PeriodicalName":"Theory of Probability and its Applications","FirstCategoryId":"100","ListUrlMain":"https://doi.org/10.1137/S0040585X97T990095","RegionNum":4,"RegionCategory":"数学","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":null,"EPubDate":"","PubModel":"","JCR":"Q4","JCRName":"STATISTICS & PROBABILITY","Score":null,"Total":0}
引用次数: 1
Abstract
The invariance principle for compound renewal processes is extended (in the sense of asymptotic equivalence) to the zone of moderately large and small deviations. It is assumed that the vector $(\t...
期刊介绍:
Theory of Probability and Its Applications (TVP) accepts original articles and communications on the theory of probability, general problems of mathematical statistics, and applications of the theory of probability to natural science and technology. Articles of the latter type will be accepted only if the mathematical methods applied are essentially new.