Geodesic
Moderately large deviation principles for trajectories of compound renewal processes
Teoriâ veroâtnostej i ee primeneniâ, Tome 64 (2019) no. 2, pp. 399-411

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Moderate large deviations principles for trajectories of compound renewal processes are put forward assuming that either the Cramér condition is satisfied or weaker moment conditions are satisfied.
Keywords: compound renewal processes, moderate large deviations principle, Cramér condition, crude (logarithmic) invariance principle. 
@article{TVP_2019_64_2_a8,
     author = {A. A. Borovkov},
     title = {Moderately large deviation principles for trajectories of compound renewal processes},
     journal = {Teori\^a vero\^atnostej i ee primeneni\^a},
     pages = {399--411},
     publisher = {mathdoc},
     volume = {64},
     number = {2},
     year = {2019},
     language = {ru},
     url = {http://geodesic.mathdoc.fr/item/TVP_2019_64_2_a8/}
}
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A. A. Borovkov. Moderately large deviation principles for trajectories of compound renewal processes. Teoriâ veroâtnostej i ee primeneniâ, Tome 64 (2019) no. 2, pp. 399-411. http://geodesic.mathdoc.fr/item/TVP_2019_64_2_a8/