Asymptotic results for certain first-passage times and areas of renewal processes

DOI10.1090/tpms/1189zbMath1515.60072arXiv2105.07978MaRDI QIDQ6040488

Barbara Pacchiarotti, Claudio Macci

Publication date: 17 May 2023

Published in: Theory of Probability and Mathematical Statistics (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/2105.07978

zbMATH Keywords

large deviationsPoisson processjoint distributionmoderate deviationshitting timeintegrated random walk

Mathematics Subject Classification ID

Central limit and other weak theorems (60F05) Large deviations (60F10) Renewal theory (60K05)

Cites Work

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