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

A. A. Mogulskii; E. I. Prokopenko

doi:10.33048/semi.2019.16.102

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

A. A. Mogulskii, E. I. Prokopenko

Результат исследования: Научные публикации в периодических изданиях › статья › рецензирование

2 Цитирования (Scopus)

Аннотация

We obtain the large deviation principles for multidimensional second compound renewal processes Y(t) in the phase space R^d, for this we find and investigate the rate function D_Y (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 A_Y (μ).

Язык оригинала	английский
Страницы (с-по)	1478-1492
Число страниц	15
Журнал	Сибирские электронные математические известия
Том	16
DOI	https://doi.org/10.33048/semi.2019.16.102
Состояние	Опубликовано - 1 ноя 2019

Предметные области OECD FOS+WOS

1.01 МАТЕМАТИКА

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10.33048/semi.2019.16.102

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Large deviation principle for multidimensional second compound renewal processes in the phase space. / Mogulskii, A. A.; Prokopenko, E. I.

В: Сибирские электронные математические известия, Том 16, 01.11.2019, стр. 1478-1492.

Результат исследования: Научные публикации в периодических изданиях › статья › рецензирование

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