Large deviation principles for trajectories of compound renewal processes. I

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Cites work

scientific article; zbMATH DE number 3269506 (Why is no real title available?)
scientific article; zbMATH DE number 3322562 (Why is no real title available?)
Boundary-Value Problems for Random Walks and Large Deviations in Function Spaces
Functional large deviation principles for first-passage-time processes
Large deviation principles for random walk trajectories. I
Large deviation principles for the finite-dimensional distributions of compound renewal processes
Probability theory. Edited by K. A. Borovkov. Transl. from the Russian by O. Borovkova and P. S. Ruzankin
Ruin probabilities

Cited in

(26)

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
Extension of the invariance principle for compound renewal processes to the zones of moderately large and small deviations
Large deviation principles for the finite-dimensional distributions of compound renewal processes
Boundary crossing problems for compound renewal processes
The moderate deviations principle for the trajectories of compound renewal processes on the half-line
Large deviation principles for renewal-reward processes
Local theorems for arithmetic compound renewal processes when Cramer's condition holds
On exact large deviation principles for compound renewal processes
On the existence conditions for exact large deviation principles
Large deviations for a terminating compound renewal process
From uniform renewal theorem to uniform large and moderate deviations for renewal-reward processes
Large deviation results for compound Markov renewal processes
Properties of the deviation rate function and the asymptotics for the Laplace transform of the distribution of a compound renewal process
Large deviations for renewal processes
Large deviations of generalized renewal process
Anscombe-type theorem and moderate deviations for trajectories of a compound renewal process
Large deviation principles for the processes admitting embedded compound renewal processes
Large deviation principles in boundary problems for compound renewal processes
Asymptotic deviation bounds for cumulative processes
Compound renewal processes
Large deviation principle for terminating multidimensional compound renewal processes with application to polymer pinning models
Large deviation principles for trajectories of compound renewal processes. II
Local theorems for finite-dimensional increments of compound multidimensional arithmetic renewal processes with light tails
Functional large deviations for Kac-Stroock approximation to a class of Gaussian processes with application to small noise diffusions
Large deviations in discrete-time renewal theory

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