Аннотация:
We consider two multidimensional compound renewal processes $\mathbf{Z}(t)$ and $\mathbf{Y}(t)$. Assuming that the increments satisfy the Cramer's condition, we define and investigate the rate functions and the fundamental functions for the processes $\mathbf{Z}(t)$ and $\mathbf{Y}(t)$.
Ключевые слова:compound multidimensional renewal process, large deviations, Cramer's condition, deviation (rate) function, fundamental function, Legendre transformation.