Large deviation principle for multidimensional second compound renewal processes in the phase space

Research output: Contribution to journalArticle

1 Citation (Scopus)

Abstract

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).

Original languageEnglish
Pages (from-to)1478-1492
Number of pages15
JournalSiberian Electronic Mathematical Reports
Volume16
DOIs
Publication statusPublished - 1 Nov 2019

Keywords

  • Compound multidimensional renewal process
  • Cramer's condition
  • Deviation (rate) function
  • Large deviations
  • Renewal measure
  • Second deviation (rate) function

Fingerprint Dive into the research topics of 'Large deviation principle for multidimensional second compound renewal processes in the phase space'. Together they form a unique fingerprint.

  • Cite this