Characterization of large deviation probabilities for regenerative sequences

DOI10.1134/S0081543822010059OpenAlexW4225136052MaRDI QIDQ2135119

G. A. Bakay

Publication date: 4 May 2022

Published in: Proceedings of the Steklov Institute of Mathematics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1134/s0081543822010059

zbMATH Keywords

large deviationslocal theoremsmaximum of a random walkcompound renewal propertyrandom sequences with renewalterminating renewal

Mathematics Subject Classification ID

Large deviations (60F10) Renewal theory (60K05)

Cites Work

• Unnamed Item
• The second rate function and the asymptotic problems of renewal and hitting the boundary for multidimensional random walks
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• 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
• On the Cramér transform, large deviations in boundary value problems, and the conditional invariance principle
• Strong large deviations for arbitrary sequences of random variables
• Large deviations of generalized renewal process
• Local theorems for arithmetic compound renewal processes when Cramer's condition holds
• Limit Theorems for Random Walk under the Assumption of Maxima Large Deviation
• Large Deviations for a Terminating Compound Renewal Process
• On Large Deviations of Maximum of a Cramér Random Walk and the Queueing Process

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