Large deviation principles for renewal-reward processes
DOI10.1016/J.SPA.2022.11.009OpenAlexW3210168342MaRDI QIDQ2680396FDOQ2680396
Authors: Marco Zamparo 
Publication date: 2 January 2023
Published in: Stochastic Processes and their Applications (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/2111.01679
Recommendations
- Large deviations in discrete-time renewal theory
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- Large deviation principles for trajectories of compound renewal processes. I
large deviationsrenewal processesrenewal-reward processesBanach space valued random variablesCramér's theorem
Large deviations (60F10) Interacting random processes; statistical mechanics type models; percolation theory (60K35) Renewal theory (60K05)
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Cited In (13)
- From uniform renewal theorem to uniform large and moderate deviations for renewal-reward processes
- Uniform convergence of exact large deviations for renewal reward processes
- Quenched large deviations in renewal theory
- Asymptotic deviation bounds for cumulative processes
- Large deviations for renewal processes
- Large deviations for renewal processes
- Large deviations in discrete-time renewal theory
- Large deviation principles for renewal-reward processes
- Asymptotic distribution of rewards accumulated by alternating renewal processes
- The class of L ∩ D and its application to renewal reward process
- A renewal version of the Sanov theorem
- Work fluctuations for a confined Brownian particle: the role of initial conditions
- Statistical fluctuations under resetting: rigorous results
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