复合更新过程不变原理在中大偏差和小偏差区域的推广

Pub Date : 2021-02-05 DOI:10.1137/S0040585X97T990095
A. Borovkov
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引用次数: 1

摘要

将复合更新过程的不变性原理(在渐近等价的意义上)推广到中等大小偏差的区域。假设向量$(\t。。。
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Extension of the Invariance Principle for Compound Renewal Processes to the Zones of Moderately Large and Small Deviations
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...
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