Large Deviation Principles for Trajectories of Compound Renewal Processes. II

DOI10.1137/S0040585X97T987727zbMath1387.60051OpenAlexW4240295987MaRDI QIDQ2821760

Aleksandr A. Borovkov, Anatoliĭ Alfredovich Mogul'skiĭ

Publication date: 23 September 2016

Published in: Theory of Probability & Its Applications (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1137/s0040585x97t987727

zbMATH Keywords

large deviation principlerenewal functioncompound renewal processpartial large deviation principlelocal large deviation principledeviation rate functionsecond deviation rate function

Mathematics Subject Classification ID

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

Related Items (6)

Local theorems for arithmetic compound renewal processes when Cramer's condition holds ⋮ Large deviation principles for renewal-reward processes ⋮ Asymptotic deviation bounds for cumulative processes ⋮ Large deviations in discrete-time renewal theory ⋮ Large deviation principles for the processes admitting embedded compound renewal processes ⋮ Large and moderate deviations for record numbers in some non-nearest neighbor random walks

Cites Work

• Unnamed Item
• Probability theory. Edited by K. A. Borovkov. Transl. from the Russian by O. Borovkova and P. S. Ruzankin
• Large deviation principles for the finite-dimensional distributions of compound renewal processes
• Large Deviation Principles for Trajectories of Compound Renewal Processes. I

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