Large Deviations for a Terminating Compound Renewal Process

DOI10.1137/S0040585X97T990356zbMath1470.60081OpenAlexW3191508856MaRDI QIDQ5005707

G. A. Bakay

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/s0040585x97t990356

zbMATH Keywords

large deviationscompound renewal processCramér conditionterminating renewal processes

Mathematics Subject Classification ID

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

Related Items

Characterization of large deviation probabilities for regenerative sequences ⋮ Large deviation principle for terminating multidimensional compound renewal processes with application to polymer pinning models

Cites Work

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