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A renewal version of the Sanov theorem - MaRDI portal

A renewal version of the Sanov theorem (Q2514459)

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A renewal version of the Sanov theorem
scientific article

    Statements

    title
    A renewal version of the Sanov theorem (English)
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    DOI
    10.1214/ECP.v19-3325
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    author
    Mauro Mariani
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    Lorenzo Zambotti
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    publication date
    3 February 2015
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    zbMATH DE Number
    6395118
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    zbMATH Keywords
    renewal processes
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    large deviations
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    Sanov theorem
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    heavy tails
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    arXiv ID
    1402.3712
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    OpenAlex ID
    W2075721677
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