Large deviation principles for trajectories of compound renewal processes. I

DOI10.1137/S0040585X97T987582zbMATH Open1341.60009OpenAlexW2417884284MaRDI QIDQ2811891FDOQ2811891

Authors: A. A. Borovkov, Anatoli Mogulskii 

Publication date: 8 June 2016

Published in: Theory of Probability and its Applications (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1137/s0040585x97t987582

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zbMATH Keywords

large deviation principlescompound renewal processesdeviations rate functionsecond rate function

Mathematics Subject Classification ID

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

Cites Work

• Ruin probabilities
• Functional large deviation principles for first-passage-time processes
• Large deviation principles for the finite-dimensional distributions of compound renewal processes
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• Title not available (Why is that?)
• Boundary-Value Problems for Random Walks and Large Deviations in Function Spaces
• Probability theory. Edited by K. A. Borovkov. Transl. from the Russian by O. Borovkova and P. S. Ruzankin
• Large deviation principles for random walk trajectories. I

Cited In (26)

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

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