Large deviations in discrete-time renewal theory
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DOI: 10.1016/j.spa.2021.04.014
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References listed on IDEAS
- Serfozo, Richard F., 1974. "Large deviations of renewal processes," Stochastic Processes and their Applications, Elsevier, vol. 2(3), pages 295-301, July.
- Lefevere, Raphaël & Mariani, Mauro & Zambotti, Lorenzo, 2011. "Large deviations for renewal processes," Stochastic Processes and their Applications, Elsevier, vol. 121(10), pages 2243-2271, October.
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Cited by:
- Zamparo, Marco, 2023. "Large deviation principles for renewal–reward processes," Stochastic Processes and their Applications, Elsevier, vol. 156(C), pages 226-245.
- Cattiaux, Patrick & Colombani, Laetitia & Costa, Manon, 2023. "Asymptotic deviation bounds for cumulative processes," Stochastic Processes and their Applications, Elsevier, vol. 163(C), pages 85-105.
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Keywords
Large deviations; Cramér’s theorem; Renewal processes; Polymer pinning models; Renewal–reward processes; Banach space valued random variables;All these keywords.
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