Large deviation principle for multidimensional second compound renewal processes in the phase space

DOI10.33048/semi.2019.16.102zbMath1423.60133OpenAlexW4235887099MaRDI QIDQ2334782

Anatoliĭ Alfredovich Mogul'skiĭ, Evgeniĭ Igor'evich Prokopenko

Publication date: 7 November 2019

Published in: Sibirskie Èlektronnye Matematicheskie Izvestiya (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.33048/semi.2019.16.102

zbMATH Keywords

large deviationsCramer conditionrenewal measuredeviation (rate) functionsecond deviation (rate) functioncompound multidimensional renewal process

Mathematics Subject Classification ID

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

Related Items (6)

Large deviation principle for terminating multidimensional compound renewal processes with application to polymer pinning models ⋮ 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 principles for the processes admitting embedded compound renewal processes ⋮ The rate function and the fundamental function for multidimensional compound renewal process ⋮ Принцип больших уклонений для конечномерных распределений многомерных обобщенных процессов восстановления

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• Properties of the Deviation Rate Function and the Asymptotics for the Laplace Transform of the Distribution of a Compound Renewal Process
• Convex Analysis
• Large deviations for renewal processes

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