Large deviation principles for the finite-dimensional distributions of compound renewal processes
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Publication:2352661
DOI10.1134/S0037446615010048zbMath1318.60031OpenAlexW2110463679MaRDI QIDQ2352661
Aleksandr A. Borovkov, Anatoliĭ Alfredovich Mogul'skiĭ
Publication date: 3 July 2015
Published in: Siberian Mathematical Journal (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1134/s0037446615010048
Related Items (19)
Integro-local limit theorems for compound renewal processes under Cramér's condition. II ⋮ Large deviation principles in boundary problems for compound renewal processes ⋮ Local theorems for arithmetic compound renewal processes when Cramer's condition holds ⋮ Integro-local theorems for multidimensional compound renewal processes, when Cramer's condition holds. I ⋮ Integro-local limit theorems for compound renewal processes under Cramér's condition. I ⋮ Локальные теоремы для арифметических многомерных обобщенных процессов восстановления при выполнении условия Крамера ⋮ Integro-local theorems in boundary crossing problems for compound renewal processes ⋮ Large deviation principles for renewal-reward processes ⋮ Large deviation principles for sums of random vectors and the corresponding renewal functions in the inhomogeneous case ⋮ Asymptotic deviation bounds for cumulative processes ⋮ Large Deviation Principles for Trajectories of Compound Renewal Processes. I ⋮ Large deviations in discrete-time renewal theory ⋮ Properties of the Deviation Rate Function and the Asymptotics for the Laplace Transform of the Distribution of a Compound Renewal Process ⋮ On large deviation principles for compound renewal processes ⋮ Large Deviation Principles for Trajectories of Compound Renewal Processes. II ⋮ Sharp asymptotics for the Laplace transform of the compound renewal process and related problems ⋮ Large deviation principle for multidimensional first compound renewal processes in the phase space ⋮ Large deviation principle for multidimensional second compound renewal processes in the phase space ⋮ Statistical fluctuations under resetting: rigorous results
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