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, crude (logarithmic) invariance principle.
Mots-clés : Cramér condition 
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/
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