Properties of the Deviation Rate Function and the Asymptotics for the Laplace Transform of the Distribution of a Compound Renewal Process
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Publication:5216286
DOI10.1137/S0040585X97T989660zbMath1432.60080OpenAlexW3006514948MaRDI QIDQ5216286
Evgeniĭ Igor'evich Prokopenko, Anatoliĭ Alfredovich Mogul'skiĭ, Aleksandr A. Borovkov
Publication date: 17 February 2020
Published in: Theory of Probability & Its Applications (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1137/s0040585x97t989660
Legendre transformlarge deviationslarge deviation principlecompound renewal processCramér's conditiondeviation rate functionLaplace transform asymptotics
Related Items (5)
Local theorems for finite-dimensional increments of compound multidimensional arithmetic renewal processes with light tails ⋮ Large deviation principles for the processes admitting embedded compound renewal processes ⋮ The rate function and the fundamental function for multidimensional compound renewal process ⋮ Large deviation principle for multidimensional first compound renewal processes in the phase space ⋮ Large deviation principle for multidimensional second compound renewal processes in the phase space
Cites Work
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- Large deviation principles in boundary problems for compound renewal processes
- Markov additive processes. I: Eigenvalue properties and limit theorems
- Markov additive processes. II: Large deviations
- Large deviations techniques and applications.
- Integro-local limit theorems for compound renewal processes under Cramér's condition. II
- Integro-local limit theorems for compound renewal processes under Cramér's condition. I
- Large deviation principles for the finite-dimensional distributions of compound renewal processes
- Asymptotic probabilities and differential equations
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