The rate function and the fundamental function for multidimensional compound renewal process
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Cites work
- Asymptotic analysis of random walks. Rapidly decreasing distributions of increments
- Convex Analysis
- From uniform renewal theorem to uniform large and moderate deviations for renewal-reward processes
- Integro-local limit theorems for compound renewal processes under Cramér's condition. I
- Integro-local limit theorems for compound renewal processes under Cramér's condition. II
- 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
- Large deviations for renewal processes
- Probability theory. Edited by K. A. Borovkov. Transl. from the Russian by O. Borovkova and P. S. Ruzankin
- Properties of the deviation rate function and the asymptotics for the Laplace transform of the distribution of a compound renewal process
- The second rate function and the asymptotic problems of renewal and hitting the boundary for multidimensional random walks
Cited in
(9)- Local theorems for (multidimensional) additive functionals of semi-Markov chains
- Limit theorems for the maximal path weight in a directed graph on the line with random weights of edges
- Large deviation principles for the processes admitting embedded compound renewal processes
- Local theorems for finite-dimensional increments of compound multidimensional arithmetic renewal processes with light tails
- 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
- Local theorems for arithmetic multidimensional compound renewal processes under Cramér's condition
- Принцип больших уклонений для конечномерных распределений многомерных обобщенных процессов восстановления
- Large deviation principle for terminating multidimensional compound renewal processes with application to polymer pinning models
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