Large deviation principles for renewal-reward processes (Q2680396)
From MaRDI portal
 | This is the item page for this Wikibase entity, intended for internal use and editing purposes. Please use this page instead for the normal view: Large deviation principles for renewal-reward processes |
scientific article; zbMATH DE number 7637695
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
||
| English | Large deviation principles for renewal-reward processes |
scientific article; zbMATH DE number 7637695 |
Statements
Large deviation principles for renewal-reward processes (English)
0 references
2 January 2023
0 references
Renewal models are widespread tools of probability that find application in Queueing Theory, Insurance, Finance, and Statistical Physics among others. In this paper, the author has established a large deviation principle for renewal-reward processes, supposing that each renewal involves a broad-sense reward taking values in a real separable Banach space. The main result is nice and interesting.
0 references
large deviations
0 references
Cramér's theorem
0 references
renewal processes
0 references
renewal-reward processes
0 references
Banach space valued random variables
0 references
0 references
0 references
0.8543319702148438
0 references
0.8309930562973022
0 references
0.8282254338264465
0 references
0.8277443051338196
0 references
0.8203548789024353
0 references
