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On Large Deviation Principles for Compound Renewal Processes

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Abstract

A number of results supplementing the well-known large deviation principle for com¬pound renewal processes is obtained.

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References

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Funding

This work was supported in part by the Program for Basic Research SO RAN no. I.1.3 (grant no. 0314-2016-0008) as well as by the Russian Foundation for Basic Research under grant 18-01-00101a.

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Authors and Affiliations

  1. Sobolev Institute of Mathematics, Siberian Branch of Russian Academy of Sciences, Novosibirsk, 630090, Russia

    A. A. Borovkov

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  1. A. A. Borovkov
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Correspondence to A. A. Borovkov.

Additional information

Russian Text © The Author(s), 2019, published in Matematicheskie Zametki, 2019, Vol. 106, No. 6, pp. 811-820.

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Borovkov, A.A. On Large Deviation Principles for Compound Renewal Processes. Math Notes 106, 864–871 (2019). https://doi.org/10.1134/S000143461911021X

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  • DOI: https://doi.org/10.1134/S000143461911021X

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