On large deviation principles for compound renewal processes

DOI10.1134/S000143461911021XMaRDI QIDQ2304500zbMATH OpenOpenAlexFDO

Authors A. A. Borovkov

Publication date 12 March 2020

Published in Mathematical Notes (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1134/s000143461911021x

zbMATH Keywords

large deviation principlecompound renewal processes

Mathematics Subject Classification ID

Renewal theory (60K05)

Cites work

• Asymptotic analysis of random walks. Rapidly decreasing distributions of increments
• Convex Analysis
• Large deviation principles for sums of random vectors and the corresponding renewal functions in the inhomogeneous case
• Large deviation principles for the finite-dimensional distributions of compound renewal processes
• Large deviation principles in boundary problems for compound renewal processes
• Large deviations for compound Markov renewal processes with dependent jump sizes and jump waiting times
• Large deviations for stochastic processes.
• Markov additive processes. I: Eigenvalue properties and limit theorems
• Markov additive processes. II: Large deviations

Cited in

(15)

• Large deviation principles for renewal-reward processes
• On the optimality of strong approximation rates for compound renewal processes
• Large deviations for heavy-tailed random sums in compound renewal model
• On the asymptotics of the probability to stay above a non-increasing boundary for a non-homogeneous compound renewal process
• Controlled semi-Markov processes with constraints on control strategies and construction of optimal strategies in reliability and safety models
• Sample path moderate deviations for shot noise processes in the high intensity regime
• Large deviations in discrete-time renewal theory
• scientific article; zbMATH DE number 6007956 (Why is no real title available?)
• A large-deviation result for regenerative processes
• On Chung's LIL and Csáki's law for renewal processes
• Large deviation principles for trajectories of compound renewal processes. II
• Large deviation principles for the processes admitting embedded compound renewal processes
• A new representation for a renewal-theoretic constant appearing in asymptotic approximations of large deviations
• Statistical fluctuations under resetting: rigorous results
• Large deviation principles for the finite-dimensional distributions of compound renewal processes

This page was built for publication: On large deviation principles for compound renewal processes

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q2304500)