Siberian Mathematical Journal

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

Large deviation principles in boundary problems for compound renewal processes

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Abstract

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.

Keywords

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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Copyright information

© Pleiades Publishing, Ltd. 2016

Authors and Affiliations

  1. 1.Sobolev Institute of MathematicsNovosibirsk State UniversityNovosibirskRussia

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