The rate function and the fundamental function for multidimensional compound renewal process

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5 Citations (Scopus)

Abstract

We consider two multidimensional compound renewal processes Z(t) and 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 Z(t) and Y(t).

Original languageEnglish
Pages (from-to)1449-1463
Number of pages15
JournalСибирские электронные математические известия
Volume16
DOIs
Publication statusPublished - 1 Nov 2019

Keywords

  • Compound multidimensional renewal process
  • Cramer's condition
  • Deviation (rate) function
  • Fundamental function
  • Large deviations
  • Legendre transformation
  • large deviations
  • fundamental function
  • compound multidimensional renewal process
  • deviation (rate) function

OECD FOS+WOS

  • 1.01 MATHEMATICS

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