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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Revision as of 09:06, 21 February 2024

scientific article; zbMATH DE number 7168132
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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

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    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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