Large deviation principles for renewal-reward processes (Q2680396)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Large deviation principles for renewal-reward processes |
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Large deviation principles for renewal-reward processes (English)
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2 January 2023
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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.
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large deviations
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Cramér's theorem
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renewal processes
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renewal-reward processes
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Banach space valued random variables
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