Siberian Mathematical Journal

, Volume 57, Issue 3, pp 442–469 | Cite as

Large deviation principles in boundary problems for compound renewal processes



We find explicit logarithmic asymptotics for the probability of events related to the intersection (or nonintersection) of arbitrary remote boundaries by the trajectory of a compound renewal process.


compound renewal process large deviation principle boundary problem second deviation function admissible nonhomogeneity regular deviation shortest trajectory first boundary problem level curves second boundary problem 


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© Pleiades Publishing, Ltd. 2016

Authors and Affiliations

  1. 1.Sobolev Institute of MathematicsNovosibirsk State UniversityNovosibirskRussia

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