On large deviation principles for compound renewal processes

DOI10.1134/S000143461911021XzbMath1441.60072OpenAlexW2998328146MaRDI QIDQ2304500

Aleksandr A. Borovkov

Publication date: 12 March 2020

Published in: Mathematical Notes (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1134/s000143461911021x

zbMATH Keywords

large deviation principlecompound renewal processes

Mathematics Subject Classification ID

Renewal theory (60K05)

Related Items (4)

Large deviation principles for renewal-reward processes ⋮ Controlled semi-Markov processes with constraints on control strategies and construction of optimal strategies in reliability and safety models ⋮ Large deviations in discrete-time renewal theory ⋮ Statistical fluctuations under resetting: rigorous results

Cites Work

• Unnamed Item
• Unnamed Item
• Large deviation principles in boundary problems for compound renewal processes
• Markov additive processes. I: Eigenvalue properties and limit theorems
• Markov additive processes. II: Large deviations
• Large deviation principles for the finite-dimensional distributions of compound renewal processes
• Large deviations for compound Markov renewal processes with dependent jump sizes and jump waiting times
• Large deviation principles for sums of random vectors and the corresponding renewal functions in the inhomogeneous case
• Convex Analysis

This page was built for publication: On large deviation principles for compound renewal processes