Local theorems for arithmetic compound renewal processes when Cramer's condition holds

DOI10.33048/SEMI.2019.16.002zbMath1422.60153arXiv1811.06299OpenAlexW3015770572WikidataQ99980176 ScholiaQ99980176MaRDI QIDQ2633585

Anatoliĭ Alfredovich Mogul'skiĭ

Publication date: 9 May 2019

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

Full work available at URL: https://arxiv.org/abs/1811.06299

zbMATH Keywords

Cramer's conditionarithmetic compound renewal processes

Mathematics Subject Classification ID

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

Related Items (6)

Characterization of large deviation probabilities for regenerative sequences ⋮ 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 ⋮ Limit theorems for chains with unbounded variable length memory which satisfy Cramer condition ⋮ Large deviation principles for the processes admitting embedded compound renewal processes ⋮ Large Deviations for a Terminating Compound Renewal Process

Cites Work

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• Large Deviation Principles for Trajectories of Compound Renewal Processes. I
• Large Deviation Principles for Trajectories of Compound Renewal Processes. II
• Chebyshev-Type Exponential Inequalities for Sums of Random Vectors and for Trajectories of Random Walks

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