LARGE DEVIATION PRINCIPLES FOR TRAJECTORIES OF COMPOUND RENEWAL PROCESSES. II

The present paper is a continuation of [A. A. Borovkov and A. A. Mogulskii, Theory Probab. Appl., 60 (2016), pp. 207-224]. It consists of three sections. In section 2 we derive the so-called second "partial" local large deviation principle (the first was derived in section 1) for trajectories of compound renewal processes. In section 3 we establish, under more restrictive assumptions, the "complete" local large deviation principle, and in section 4 we obtain under the same conditions the "complete" integral large deviation principle (both assertions are for the space D of functions without discontinuities of the second kind, endowed with the uniform metric).