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JOURNALS // Matematicheskie Zametki // Archive
Mat. Zametki, 2019 Volume 106, Issue 6, Pages 811–820 (Mi mzm12563)
This article is cited in 6 papers

On Large Deviation Principles for Compound Renewal Processes

A. A. Borovkov

Sobolev Institute of Mathematics, Siberian Branch of the Russian Academy of Sciences, Novosibirsk

Abstract: A number of results supplementing the well-known large deviation principle for compound renewal processes is obtained.

Keywords: compound renewal processes, large deviation principle.

UDC: 519.21

Received: 05.04.2019

DOI: 10.4213/mzm12563


 English version: Mathematical Notes, 2019, 106:6, 864–871

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© Steklov Math. Inst. of RAS, 2024