Large deviations for renewal processes
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Publication:5906494
DOI10.1016/0304-4149(94)90147-3zbMath0789.60022OpenAlexW2042517020MaRDI QIDQ5906494
Publication date: 25 May 1994
Published in: Stochastic Processes and their Applications (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/0304-4149(94)90147-3
Related Items (13)
Large and moderate deviations for a renewal randomly indexed branching process ⋮ Limit theorems for Hawkes processes including inhibition ⋮ Reliable estimation via simulation ⋮ Large deviations for Lotka-Nagaev estimator of a randomly indexed branching process ⋮ Large deviation principles for renewal-reward processes ⋮ Asymptotic deviation bounds for cumulative processes ⋮ Uniform convergence of exact large deviations for renewal reward processes ⋮ Small-time ruin for a financial process modulated by a Harris recurrent Markov chain ⋮ Large deviations in discrete-time renewal theory ⋮ Limit theorems for chains with unbounded variable length memory which satisfy Cramer condition ⋮ Large and moderate deviations for record numbers in some non-nearest neighbor random walks ⋮ Large deviation principles for the finite-dimensional distributions of compound renewal processes ⋮ Statistical fluctuations under resetting: rigorous results
Cites Work
- Strong approximation of renewal processes
- Improved Erdős-Rényi and strong approximation laws for increments of renewal processes
- Invariance principles for renewal processes
- Invariance principles for renewal processes when only moments of low order exist
- Upper bounds for large deviations of dependent random vectors
- Asymptotic probabilities and differential equations
- A Measure of Asymptotic Efficiency for Tests of a Hypothesis Based on the sum of Observations
- An introduction to the theory of large deviations
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