We obtain the large deviation principles for multidimensional second compound renewal processes Y(t) in the phase space Rd, for this we find and investigate the rate function DY (α). Also we findasymptotics for the Laplace transform of this process when the time goes to infinity, for this we find and investigate the so-called fundamental function AY (μ).
- Compound multidimensional renewal process
- Cramer's condition
- Deviation (rate) function
- Large deviations
- Renewal measure
- Second deviation (rate) function