Integro-local theorems for multidimensional compound renewal processes, when Cramer's condition holds. II
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Publication:1669912
zbMath1395.60103MaRDI QIDQ1669912
Anatoliĭ Alfredovich Mogul'skiĭ, Evgeniĭ Igor'evich Prokopenko
Publication date: 4 September 2018
Published in: Sibirskie Èlektronnye Matematicheskie Izvestiya (Search for Journal in Brave)
large deviationsCramer's conditionintegro-local limit theoremsrenewal measurecompound multi-dimensional renewal processdeviation (rate) functionfirst renewal processsecond deviation (rate) function
Related Items (10)
Characterization of large deviation probabilities for regenerative sequences ⋮ Integro-local theorems for multidimensional compound renewal processes, when Cramer's condition holds. I ⋮ Integro-local theorems for multidimensional compound renewal processes, when Cramer's condition holds. III ⋮ Локальные теоремы для арифметических многомерных обобщенных процессов восстановления при выполнении условия Крамера ⋮ Large deviations of generalized renewal process ⋮ Local theorems for finite-dimensional increments of compound multidimensional arithmetic renewal processes with light tails ⋮ Local theorems for (multidimensional) additive functionals of semi-Markov chains ⋮ Large deviation principle for multidimensional first compound renewal processes in the phase space ⋮ Large Deviations for a Terminating Compound Renewal Process ⋮ Принцип больших уклонений для конечномерных распределений многомерных обобщенных процессов восстановления
Cites Work
- From uniform renewal theorem to uniform large and moderate deviations for renewal-reward processes
- Integro-local theorems for multidimensional compound renewal processes, when Cramer's condition holds. I
- Integro-local theorems for multidimensional compound renewal processes, when Cramer's condition holds. III
- Integro-local limit theorems for compound renewal processes under Cramér's condition. I
- Large deviations for renewal processes
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