Large Deviation Principles for Trajectories of Compound Renewal Processes. I

DOI10.1137/S0040585X97T987582zbMath1341.60009OpenAlexW2417884284MaRDI QIDQ2811891

Anatoliĭ Alfredovich Mogul'skiĭ, Aleksandr A. Borovkov

Publication date: 8 June 2016

Published in: Theory of Probability & Its Applications (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1137/s0040585x97t987582

zbMATH Keywords

large deviation principlescompound renewal processesdeviations rate functionsecond rate function

Mathematics Subject Classification ID

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

Related Items (9)

Local theorems for arithmetic compound renewal processes when Cramer's condition holds ⋮ Large deviation principles for renewal-reward processes ⋮ Asymptotic deviation bounds for cumulative processes ⋮ Large deviation principle for terminating multidimensional compound renewal processes with application to polymer pinning models ⋮ Large deviations of generalized renewal process ⋮ Local theorems for finite-dimensional increments of compound multidimensional arithmetic renewal processes with light tails ⋮ Large deviations in discrete-time renewal theory ⋮ Large Deviation Principles for Trajectories of Compound Renewal Processes. II ⋮ Large deviation principles for the processes admitting embedded compound renewal processes

Cites Work

• Functional large deviation principles for first-passage-time processes
• Probability theory. Edited by K. A. Borovkov. Transl. from the Russian by O. Borovkova and P. S. Ruzankin
• Large deviation principles for the finite-dimensional distributions of compound renewal processes
• Large Deviation Principles for Random Walk Trajectories. I
• Boundary-Value Problems for Random Walks and Large Deviations in Function Spaces
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