The second rate function and the asymptotic problems of renewal and hitting the boundary for multidimensional random walks

DOI10.1007/BF02104660zbMATH Open0878.60023OpenAlexW2051871795MaRDI QIDQ1358014FDOQ1358014

Authors: A. A. Borovkov, Anatoli Mogulskii 

Publication date: 21 November 1997

Published in: Siberian Mathematical Journal (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/bf02104660

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zbMATH Keywords

large deviation principleLegendre transformsecond deviation functionrenewal functiondeviation function[https://portal.mardi4nfdi.de/w/index.php?title=+Special%3ASearch&search=Cram%EF%BF%BD%EF%BF%BDr-type+condition&go=Go Cram��r-type condition]

Mathematics Subject Classification ID

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

Cites Work

• Renewal theory in two dimensions: asymptotic results
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• On Characteristic Functions and Renewal Theory
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• On Deviations of the Sample Mean
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• Asymptotic behaviour of Wiener-Hopf factors of a random walk
• Banach algebra methods in renewal theory
• An Estimate of the Remainder Term in Limit Theorems of Renewal Theory
• The critical case of the Cramer-Lundberg theorem on the asymptotic tail behavior of the maximum of a negative drift random walk
• An Analogue of the Renewal Theorem in Higher Dimensions
• Renewal Theory in the Plane
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• Asymptotics of Renewal Functions
• On the limit conditional distributions connected with large deviations
• On the Cramér transform, large deviations in boundary value problems, and the conditional invariance principle
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• Large-Deviation Probabilities for One-Dimensional Markov ChainsPart 1: Stationary Distributions
• On Multidimensional Concentration Functions

Cited In (25)

• Large deviation principles for sums of random vectors and the corresponding renewal functions in the inhomogeneous case
• The exact asymptotics for hitting probability of a remote orthant by a multivariate Lévy process: the Cramér case
• On the large deviations rate function for symmetric simple random walk in dimension \(d \in \mathbb{Z}_+\)
• Integro-local limit theorems for compound renewal processes under Cramér's condition. I
• Characterization of large deviation probabilities for regenerative sequences
• Generalized Poland-Scheraga denaturation model and two-dimensional renewal processes
• Local theorems for arithmetic multidimensional compound renewal processes under Cramér's condition
• Large deviation principles in boundary problems for compound renewal processes
• First exit time for a discrete-time parallel queue
• Large deviation principle for multidimensional first compound renewal processes in the phase space
• Large deviation principle for multidimensional second compound renewal processes in the phase space
• The rate function and the fundamental function for multidimensional compound renewal process
• The exact asymptotics of the large deviation probabilities in the multivariate boundary crossing problem
• Принцип больших уклонений для конечномерных распределений многомерных обобщенных процессов восстановления
• Local theorems for (multidimensional) additive functionals of semi-Markov chains
• Local theorems for arithmetic compound renewal processes when Cramer's condition holds
• Title not available (Why is that?)
• Integro-local theorems for multidimensional compound renewal processes, when Cramer's condition holds. I
• Large deviations for a terminating compound renewal process
• A superharmonic vector for a nonnegative matrix with QBD block structure and its application to a Markov-modulated two-dimensional reflecting process
• Integro-local limit theorems for compound renewal processes under Cramér's condition. II
• Local theorems for finite-dimensional increments of compound multidimensional arithmetic renewal processes with light tails
• Large deviation principles for the finite-dimensional distributions of compound renewal processes
• Light tail asymptotics in multidimensional reflecting processes for queueing networks
• On a Property of the Legendre Transform

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