Large deviation principles for sums of random vectors and the corresponding renewal functions in the inhomogeneous case

DOI10.3103/S1055134415040033zbMath1374.60032OpenAlexW2228140022MaRDI QIDQ2959156

Anatoliĭ Alfredovich Mogul'skiĭ, Aleksandr A. Borovkov

Publication date: 9 February 2017

Published in: Siberian Advances in Mathematics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.3103/s1055134415040033

zbMATH Keywords

renewal functionlarge deviation principlesdeviation rate functionsecond deviation rate functioninhomogeneous sum of random vectors

Mathematics Subject Classification ID

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

Related Items

Large deviation principles in boundary problems for compound renewal processes ⋮ On large deviation principles for compound renewal processes ⋮ Large deviation principles for the finite-dimensional distributions of compound renewal processes

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