Large deviation principles for the processes admitting embedded compound renewal processes
From MaRDI portal
Publication:2071589
DOI10.1134/S0037446622010104zbMath1486.60052MaRDI QIDQ2071589
Publication date: 28 January 2022
Published in: Siberian Mathematical Journal (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1134/s0037446622010104
large deviation principle; compound renewal process; moderate deviation principle; trajectory moderate deviation principle
Cites Work
- Unnamed Item
- Markov additive processes. I: Eigenvalue properties and limit theorems
- Markov additive processes. II: Large deviations
- Integro-local limit theorems for compound renewal processes under Cramér's condition. II
- Integro-local limit theorems for compound renewal processes under Cramér's condition. I
- Anscombe-type theorem and moderate deviations for trajectories of a compound renewal process
- Probability theory. Edited by K. A. Borovkov. Transl. from the Russian by O. Borovkova and P. S. Ruzankin
- Local theorems for (multidimensional) additive functionals of semi-Markov chains
- Boundary crossing problems for compound renewal processes
- Local theorems for finite-dimensional increments of compound multidimensional arithmetic renewal processes with light tails
- The rate function and the fundamental function for multidimensional compound renewal process
- 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
- Local theorems for arithmetic compound renewal processes when Cramer's condition holds
- Large Deviation Principles for Trajectories of Compound Renewal Processes. I
- Large Deviation Principles for Trajectories of Compound Renewal Processes. II
- Asymptotic Analysis of Random Walks: Light-Tailed Distributions
- Limit Theorems for Generalized Renewal Processes
- On Exact Large Deviation Principles for Compound Renewal Processes
- Properties of the Deviation Rate Function and the Asymptotics for the Laplace Transform of the Distribution of a Compound Renewal Process
- Short Communications Moderate Large Deviations Principles for Trajectories of Compound Renewal Processes
- Принцип больших уклонений для конечномерных распределений многомерных обобщенных процессов восстановления