On Large Deviation Principles for Compound Renewal Processes
Matematičeskie zametki, Tome 106 (2019) no. 6, pp. 811-820
Voir la notice de l'article provenant de la source Math-Net.Ru
A number of results supplementing the well-known large deviation principle for compound renewal processes is obtained.
Keywords:
compound renewal processes, large deviation principle.
@article{MZM_2019_106_6_a1,
author = {A. A. Borovkov},
title = {On {Large} {Deviation} {Principles} for {Compound} {Renewal} {Processes}},
journal = {Matemati\v{c}eskie zametki},
pages = {811--820},
publisher = {mathdoc},
volume = {106},
number = {6},
year = {2019},
language = {ru},
url = {http://geodesic.mathdoc.fr/item/MZM_2019_106_6_a1/}
}
A. A. Borovkov. On Large Deviation Principles for Compound Renewal Processes. Matematičeskie zametki, Tome 106 (2019) no. 6, pp. 811-820. http://geodesic.mathdoc.fr/item/MZM_2019_106_6_a1/