Large deviation principles for the processes admitting embedded compound renewal processes
type: Item
instance of: scholarly article
title: Large deviation principles for the processes admitting embedded compound renewal processes
zbMATH Open document ID: 1486.60052
DOI: 10.1134/S0037446622010104
author: Yanyan Li
published in: Siberian Mathematical Journal
publication date: 2022-01-28T00:00:00Z
review text: For a stochastic process \(X(t)\) with trajectories space of functions without discontinuities of the second kind and right continuous and admitting embedded compound renewal processes (CRP), this paper establishes first the large deviation principle (LDP) for the normalized process \(x_T=X(T)/T\) and then a trajectory moderate deviation principle in the Cramér case as well as in the so-called semiexponential case is derived. These results are used to study large deviations for the trajectories of a periodic CRP with delay and a semi-Markov CRP.
Mathematics Subject Classification ID: 60F10
Mathematics Subject Classification ID: 60K05
zbMATH DE Number: 7466390
zbMATH Keywords: compound renewal process
zbMATH Keywords: large deviation principle
zbMATH Keywords: moderate deviation principle
zbMATH Keywords: trajectory moderate deviation principle
reviewed by: Dongsheng Tu
MaRDI profile type: Publication
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full work available at URL: s0037446622010104
OpenAlex ID: W4210670588
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description: scientific article; zbMATH DE number 7466390