Properties of the deviation rate function and the asymptotics for the Laplace transform of the distribution of a compound renewal process (Q5216286)
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scientific article; zbMATH DE number 7168132
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| 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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0.8711882829666138
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0.7961979508399963
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0.7934704422950745
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0.7868934273719788
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0.7844564914703369
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