On Exact Large Deviation Principles for Compound Renewal Processes

DOI10.1137/S0040585X97T990332zbMath1470.60082OpenAlexW3190940734MaRDI QIDQ5005705

Aleksandr A. Borovkov

Publication date: 10 August 2021

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

Full work available at URL: https://doi.org/10.1137/s0040585x97t990332

zbMATH Keywords

random walkslarge deviation principledeviation functionalexact large deviation principleextended large deviation principlemost probable trajectory

Mathematics Subject Classification ID

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

Related Items (3)

Chebyshev-Type Inequalities and Large Deviation Principles ⋮ On the existence conditions for exact large deviation principles ⋮ Large deviation principles for the processes admitting embedded compound renewal processes

Cites Work

• Unnamed Item
• Unnamed Item
• Boundary crossing problems for compound renewal processes
• Asymptotic Analysis of Random Walks: Light-Tailed Distributions
• Large Deviation Principles for Random Walk Trajectories. III
• Расширенный принцип больших уклонений для траекторий обобщенного процесса восстановления

This page was built for publication: On Exact Large Deviation Principles for Compound Renewal Processes