Large deviations for renewal processes

DOI10.1016/j.spa.2011.06.005zbMath1228.60035arXiv1009.2659OpenAlexW2052112956MaRDI QIDQ5895024

Mauro Mariani, Lorenzo Zambotti, Raphaël Lefevere

Publication date: 10 October 2011

Published in: Stochastic Processes and their Applications (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1009.2659

zbMATH Keywords

large deviationsheavy tailsrenewal processcumulative process

Mathematics Subject Classification ID

Large deviations (60F10) Renewal theory (60K05)

Related Items (21)

Limit theorems for Hawkes processes including inhibition ⋮ Asymptotic ruin probabilities for a bidimensional risk model with heavy-tailed claims and non-stationary arrivals ⋮ Integro-local theorems for multidimensional compound renewal processes, when Cramer's condition holds. II ⋮ Red light green light method for solving large Markov chains ⋮ Large deviation principles for renewal-reward processes ⋮ Asymptotic deviation bounds for cumulative processes ⋮ Large deviation principle for terminating multidimensional compound renewal processes with application to polymer pinning models ⋮ Local theorems for finite-dimensional increments of compound multidimensional arithmetic renewal processes with light tails ⋮ Precise large deviations of aggregate claims in a risk model with size dependence and non stationary arrivals ⋮ The explicit form of the rate function for semi-Markov processes and its contractions ⋮ Large deviations in discrete-time renewal theory ⋮ Limit theorems for chains with unbounded variable length memory which satisfy Cramer condition ⋮ Large time asymptotic of heavy tailed renewal processes ⋮ The rate function and the fundamental function for multidimensional compound renewal process ⋮ Large deviation principle for multidimensional first compound renewal processes in the phase space ⋮ Large deviation principle for multidimensional second compound renewal processes in the phase space ⋮ Large and moderate deviations for record numbers in some non-nearest neighbor random walks ⋮ Large deviation principles for the finite-dimensional distributions of compound renewal processes ⋮ Large deviations in renewal models of statistical mechanics ⋮ Statistical fluctuations under resetting: rigorous results ⋮ Принцип больших уклонений для конечномерных распределений многомерных обобщенных процессов восстановления

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