Large deviations for renewal processes

DOI10.1016/j.spa.2011.06.005zbMath1228.60035arXiv1009.2659MaRDI QIDQ5895024

Mauro Mariani, Lorenzo Zambotti, Raphaël Lefevere

Publication date: 10 October 2011

Published in: Stochastic Processes and their Applications (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1009.2659

zbMATH Keywords

large deviations; heavy tails; renewal process; cumulative process

Mathematics Subject Classification ID

60F10: Large deviations

60K05: Renewal theory

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