On Large Deviation Principles for Compound Renewal Processes

Mathematical Notes ◽

10.1134/s000143461911021x ◽

2019 ◽

Vol 106 (5-6) ◽

pp. 864-871

Author(s):

A. A. Borovkov

Keyword(s):

Large Deviation ◽

Renewal Processes ◽

Large Deviation Principles ◽

Compound Renewal Processes

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Large Deviation Principles for Trajectories of Compound Renewal Processes. II

Theory of Probability and Its Applications ◽

10.1137/s0040585x97t987727 ◽

2016 ◽

Vol 60 (3) ◽

pp. 349-366

Author(s):

A. A. Borovkov ◽

A. A. Mogulskii

Keyword(s):

Large Deviation ◽

Renewal Processes ◽

Large Deviation Principles ◽

Compound Renewal Processes

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Large deviation principles for the finite-dimensional distributions of compound renewal processes

Siberian Mathematical Journal ◽

10.1134/s0037446615010048 ◽

2015 ◽

Vol 56 (1) ◽

pp. 28-53 ◽

Author(s):

A. A. Borovkov ◽

A. A. Mogul’skiĭ

Keyword(s):

Large Deviation ◽

Renewal Processes ◽

Finite Dimensional ◽

Large Deviation Principles ◽

Compound Renewal Processes

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Large Deviation Principles for Trajectories of Compound Renewal Processes. I

Theory of Probability and Its Applications ◽

10.1137/s0040585x97t987582 ◽

2016 ◽

Vol 60 (2) ◽

pp. 207-224 ◽

Author(s):

A. A. Borovkov ◽

A. A. Mogulskii

Keyword(s):

Large Deviation ◽

Renewal Processes ◽

Large Deviation Principles ◽

Compound Renewal Processes

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On Exact Large Deviation Principles for Compound Renewal Processes

Theory of Probability and Its Applications ◽

10.1137/s0040585x97t990332 ◽

2021 ◽

Vol 66 (2) ◽

pp. 170-183

Author(s):

A. A. Borovkov

Keyword(s):

Large Deviation ◽

Renewal Processes ◽

Large Deviation Principles ◽

Compound Renewal Processes

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Large deviation principles in boundary problems for compound renewal processes

Siberian Mathematical Journal ◽

10.1134/s003744661603006x ◽

2016 ◽

Vol 57 (3) ◽

pp. 442-469 ◽

Author(s):

A. A. Borovkov

Keyword(s):

Large Deviation ◽

Renewal Processes ◽

Boundary Problems ◽

Large Deviation Principles ◽

Compound Renewal Processes

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Large deviation principle for multidimensional first compound renewal processes in the phase space

Sibirskie Elektronnye Matematicheskie Izvestiya ◽

10.33048/semi.2019.16.101 ◽

2019 ◽

Vol 16 ◽

pp. 1464-1477

Author(s):

A. A. Mogulskii ◽

E. I. Prokopenko

Keyword(s):

Phase Space ◽

Large Deviation Principle ◽

Large Deviation ◽

Renewal Processes ◽

Deviation Principle ◽

Compound Renewal Processes

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Large deviation principle for multidimensional second compound renewal processes in the phase space

Sibirskie Elektronnye Matematicheskie Izvestiya ◽

10.33048/semi.2019.16.102 ◽

2019 ◽

Vol 16 ◽

pp. 1478-1492

Author(s):

A. A. Mogulskii ◽

E. I. Prokopenko

Keyword(s):

Phase Space ◽

Large Deviation Principle ◽

Large Deviation ◽

Renewal Processes ◽

Deviation Principle ◽

Compound Renewal Processes

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Large Deviation Principles for Random Walk Trajectories. II

Theory of Probability and Its Applications ◽

10.1137/s0040585x97985765 ◽

2013 ◽

Vol 57 (1) ◽

pp. 1-27 ◽

Author(s):

A. A. Borovkov ◽

A. A. Mogulskii

Keyword(s):

Random Walk ◽

Large Deviation ◽

Large Deviation Principles

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Large Deviation Principles for Sequences of Maxima and Minima

Communication in Statistics- Theory and Methods ◽

10.1080/03610926.2012.668606 ◽

2014 ◽

Vol 43 (6) ◽

pp. 1077-1098 ◽

Author(s):

Rita Giuliano ◽

Claudio Macci

Keyword(s):

Large Deviation ◽

Large Deviation Principles

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Surface large deviation principles

The Wulff Crystal in Ising and Percolation Models - Lecture Notes in Mathematics ◽

10.1007/978-3-540-34806-1_7 ◽

2006 ◽

pp. 75-84

Keyword(s):

Large Deviation ◽

Large Deviation Principles

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