Принцип больших уклонений для конечномерных распределений многомерных обобщенных процессов восстановления

DOI10.33048/MATTRUDY.2020.23.206zbMath1505.60084OpenAlexW3110815548MaRDI QIDQ5879056

Evgeniĭ Igor'evich Prokopenko, Anatoliĭ Alfredovich Mogul'skiĭ

Publication date: 24 February 2023

Published in: Matematicheskie trudy (Search for Journal in Brave)

Full work available at URL: http://mathnet.ru/eng/mt378

Mathematics Subject Classification ID

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

Related Items (3)

Large deviation principle for terminating multidimensional compound renewal processes with application to polymer pinning models ⋮ Large deviation principles for the processes admitting embedded compound renewal processes ⋮ Расширенный принцип больших уклонений для траекторий обобщенного процесса восстановления

Cites Work

• Unnamed Item
• From uniform renewal theorem to uniform large and moderate deviations for renewal-reward processes
• Large deviations techniques and applications.
• The second rate function and the asymptotic problems of renewal and hitting the boundary for multidimensional random walks
• Integro-local theorems for multidimensional compound renewal processes, when Cramer's condition holds. I
• Integro-local theorems for multidimensional compound renewal processes, when Cramer's condition holds. II
• Integro-local theorems for multidimensional compound renewal processes, when Cramer's condition holds. III
• 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
• Asymptotic distributions of continuous-time random walks: A probabilistic approach
• Локальные теоремы для арифметических многомерных обобщенных процессов восстановления при выполнении условия Крамера
• Large deviations for renewal processes

This page was built for publication: Принцип больших уклонений для конечномерных распределений многомерных обобщенных процессов восстановления