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Large deviations of renewal processes

Author

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  • Serfozo, Richard F.

Abstract

Limit theorems for large deviations of renewal processes are presented. One result is for a terminating renewal process with small probability of terminating. These theorems are analogous to the classical Cramer and Feller large deviation theorems for sums of independent random variables.

Suggested Citation

  • Serfozo, Richard F., 1974. "Large deviations of renewal processes," Stochastic Processes and their Applications, Elsevier, vol. 2(3), pages 295-301, July.
    • Handle: RePEc:eee:spapps:v:2:y:1974:i:3:p:295-301
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    Cited by:

    1. Zamparo, Marco, 2021. "Large deviations in discrete-time renewal theory," Stochastic Processes and their Applications, Elsevier, vol. 139(C), pages 80-109.

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