Large deviation principles for renewal-reward processes

DOI10.1016/j.spa.2022.11.009OpenAlexW3210168342MaRDI QIDQ2680396

Marco Zamparo

Publication date: 2 January 2023

Published in: Stochastic Processes and their Applications (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/2111.01679

zbMATH Keywords

large deviationsrenewal processesrenewal-reward processesCramér's theoremBanach space valued random variables

Mathematics Subject Classification ID

Interacting random processes; statistical mechanics type models; percolation theory (60K35) Large deviations (60F10) Renewal theory (60K05)

Related Items (3)

Work fluctuations for a confined Brownian particle: the role of initial conditions ⋮ Asymptotic deviation bounds for cumulative processes ⋮ Statistical fluctuations under resetting: rigorous results

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