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Inequalities between some large deviation rates

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  • Claudio Macci

Abstract

In some cases it is interesting to have inequalities between asymptotic rates. Here, we consider asymptotic rates in the fashion of large deviations. We present inequalities between large deviation rate functions for telegrapher processes in the first part, and inequalities between Lundberg parameters for Markov‐additive processes in the second part. Copyright © 2007 John Wiley & Sons, Ltd.

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  • Claudio Macci, 2008. "Inequalities between some large deviation rates," Applied Stochastic Models in Business and Industry, John Wiley & Sons, vol. 24(1), pages 83-92, January.
    • Handle: RePEc:wly:apsmbi:v:24:y:2008:i:1:p:83-92
    DOI: 10.1002/asmb.701
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    Cited by:

    1. Macci, Claudio, 2009. "Convergence of large deviation rates based on a link between wave governed random motions and ruin processes," Statistics & Probability Letters, Elsevier, vol. 79(2), pages 255-263, January.

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