Large deviations for a terminating compound renewal process

DOI10.1137/S0040585X97T990356MaRDI QIDQ5005707zbMATH OpenOpenAlexFDO

Authors G. A. Bakay

Publication date 10 August 2021

Published in Theory of Probability & Its Applications (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1137/s0040585x97t990356

zbMATH Keywords

compound renewal processCramér conditionlarge deviationsterminating renewal processes

Mathematics Subject Classification ID

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

Recommendations

• Large deviations of generalized renewal process
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Cites work

• Asymptotic Analysis of Random Walks: Light-Tailed Distributions
• Integro-local limit theorems for compound renewal processes under Cramér's condition. I
• Integro-local limit theorems for compound renewal processes under Cramér's condition. II
• Integro-local theorems for multidimensional compound renewal processes, when Cramer's condition holds. I
• Integro-local theorems for multidimensional compound renewal processes, when Cramer's condition holds. II
• Integro-local theorems for multidimensional compound renewal processes, when Cramer's condition holds. III
• Large deviations of generalized renewal process
• Local theorems for arithmetic compound renewal processes when Cramer's condition holds
• Local theorems for arithmetic multidimensional compound renewal processes under Cramér's condition
• On Large and Superlarge Deviations of Sums of Independent Random Vectors under Cramér's Condition. I
• The second rate function and the asymptotic problems of renewal and hitting the boundary for multidimensional random walks

Cited in

(14)

• A large-deviation result for regenerative processes
• The moderate deviations principle for the trajectories of compound renewal processes on the half-line
• Large deviation principles for the processes admitting embedded compound renewal processes
• Characterization of large deviation probabilities for regenerative sequences
• Large deviations of generalized renewal process
• Large deviation principles for the finite-dimensional distributions of compound renewal processes
• Large deviation principles for trajectories of compound renewal processes. II
• On Probabilities of Small Deviations for Compound Renewal Processes
• On termination time processes
• Large deviations for heavy-tailed random sums in compound renewal model
• Large deviation principle for terminating multidimensional compound renewal processes with application to polymer pinning models
• On local probabilities for random walks in cookie-excited random environments
• Large deviations: a survey on its theory and applications
• Large and moderate deviations for a class of renewal random indexed branching process

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