From uniform renewal theorem to uniform large and moderate deviations for renewal-reward processes

Autor:	Tsirelson, Boris
Rok vydání:	2012
Předmět:	Mathematics - Probability
Druh dokumentu:	Working Paper
Popis:	A uniform key renewal theorem is deduced from the uniform Blackwell's renewal theorem. A uniform LDP (large deviations principle) for renewal-reward processes is obtained, and MDP (moderate deviations principle) is deduced under conditions much weaker than existence of exponential moments. Comment: 16 pages
Databáze:	arXiv
Externí odkaz:	http://arxiv.org/abs/1207.1290 Zobrazit plný text záznamu View this record from Arxiv