Properties of the Deviation Rate Function and the Asymptotics for the Laplace Transform of the Distribution of a Compound Renewal Process (Q5216286): Difference between revisions

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Property / author: Aleksandr A. Borovkov / rank
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Property / author: Q178385 / rank
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Property / author: Aleksandr A. Borovkov / rank
 
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Property / author: Anatoliĭ Alfredovich Mogul'skiĭ / rank
 
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Property / cites work: Integro-local limit theorems for compound renewal processes under Cramér's condition. I / rank
 
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Property / full work available at URL: https://doi.org/10.1137/s0040585x97t989660 / rank
 
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Latest revision as of 09:59, 30 July 2024

scientific article; zbMATH DE number 7168132
Language Label Description Also known as
English
Properties of the Deviation Rate Function and the Asymptotics for the Laplace Transform of the Distribution of a Compound Renewal Process
scientific article; zbMATH DE number 7168132

    Statements

    Properties of the Deviation Rate Function and the Asymptotics for the Laplace Transform of the Distribution of a Compound Renewal Process (English)
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    17 February 2020
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    compound renewal process
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    large deviations
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    large deviation principle
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    Cramér's condition
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    deviation rate function
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    Legendre transform
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    Laplace transform asymptotics
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    Identifiers