compound renewal process
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scholarly journals On the asymptotics of the distribution of the exit time beyond a non-increasing boundary for a compound renewal process

2021 ◽  
Vol 18 (1) ◽  
pp. 9-26
Author(s):  
A. I. Sakhanenko ◽  
V. I. Wachtel ◽  
E. I. Prokopenko ◽  
A. D. Shelepova
Keyword(s):  
Renewal Process ◽  
Exit Time ◽  
Compound Renewal Process

Large Deviations for a Terminating Compound Renewal Process

2021 ◽  
Vol 66 (2) ◽  
pp. 209-227
Author(s):  
G. A. Bakay
Keyword(s):  
Large Deviations ◽  
Renewal Process ◽  
Compound Renewal Process

scholarly journals The rate function and the fundamental function for multidimensional compound renewal process

2019 ◽  
Vol 16 ◽  
pp. 1449-1463
Author(s):  
A. A. Mogulskii ◽  
E. I. Prokopenko
Keyword(s):  
Renewal Process ◽  
Rate Function ◽  
Fundamental Function ◽  
Compound Renewal Process

Approximation in the Problem of Level Crossing by a Compound Renewal Process

2018 ◽  
Vol 483 (5) ◽  
pp. 488-491
Author(s):  
V. Malinovskii ◽  
Keyword(s):  
Renewal Process ◽  
Level Crossing ◽  
Compound Renewal Process

Approximations in the Problem of Level Crossing by a Compound Renewal Process

2018 ◽  
Vol 98 (3) ◽  
pp. 622-625
Author(s):  
V. K. Malinovskii
Keyword(s):  
Renewal Process ◽  
Level Crossing ◽  
Compound Renewal Process
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