Large deviations for compound Markov renewal processes with dependent jump sizes and jump waiting times

zbMath1125.60026MaRDI QIDQ2381134

Claudio Macci

Publication date: 25 September 2007

Published in: Bulletin of the Belgian Mathematical Society - Simon Stevin (Search for Journal in Brave)

Mathematics Subject Classification ID

Large deviations (60F10) Markov renewal processes, semi-Markov processes (60K15)

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Large deviation principles for renewal-reward processes ⋮ Local theorems for (multidimensional) additive functionals of semi-Markov chains ⋮ Large deviations in discrete-time renewal theory ⋮ On large deviation principles for compound renewal processes ⋮ Statistical fluctuations under resetting: rigorous results