Large deviation principles for renewal-reward processes

DOI10.1016/J.SPA.2022.11.009MaRDI QIDQ2680396zbMATH OpenOpenAlexFDO

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

zbMATH Keywords

large deviationsrenewal processesrenewal-reward processesBanach space valued random variablesCramér's theorem

Mathematics Subject Classification ID

Large deviations (60F10) Interacting random processes; statistical mechanics type models; percolation theory (60K35) Renewal theory (60K05)

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Cited in

(15)

• Limit theorems: some recent results
• Approximate formulas for renewal-reward process with dependent components and normally distributed interference of chance
• 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
• 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
• Large deviation principles for renewal-reward processes
• Work fluctuations for a confined Brownian particle: the role of initial conditions
• Statistical fluctuations under resetting: rigorous results

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