compound renewal processes Latest Research Papers

The moderate deviations principle for the trajectories of compound renewal processes on the half-line

Sibirskie Elektronnye Matematicheskie Izvestiya ◽

10.33048/semi.2021.18.090 ◽

2021 ◽

Vol 18 (2) ◽

pp. 1189-1200

Author(s):

A. V. Logachov ◽

A. A. Mogulskii

Keyword(s):

Moderate Deviations ◽

Half Line ◽

Renewal Processes ◽

Moderate Deviations Principle ◽

Compound Renewal Processes

Extension of the Invariance Principle for Compound Renewal Processes to the Zones of Moderately Large and Small Deviations

Theory of Probability and Its Applications ◽

10.1137/s0040585x97t990095 ◽

2021 ◽

Vol 65 (4) ◽

pp. 511-526

Author(s):

A. A. Borovkov

Keyword(s):

Invariance Principle ◽

Renewal Processes ◽

Small Deviations ◽

Compound Renewal Processes

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

Boundary Crossing Problems for Compound Renewal Processes

Siberian Mathematical Journal ◽

10.1134/s0037446620010036 ◽

2020 ◽

Vol 61 (1) ◽

pp. 21-46

Author(s):

A. A. Borovkov

Keyword(s):

Boundary Crossing ◽

Renewal Processes ◽

Compound Renewal Processes

Integro-Local Theorems in Boundary Crossing Problems for Compound Renewal Processes

Siberian Mathematical Journal ◽

10.1134/s0037446619060041 ◽

2019 ◽

Vol 60 (6) ◽

pp. 957-972 ◽

Cited By ~ 1

Author(s):

A. A. Borovkov

Keyword(s):

Boundary Crossing ◽

Renewal Processes ◽

Compound Renewal Processes

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

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

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

Local theorems for arithmetic compound renewal processes when Cramer's condition holds

Sibirskie Elektronnye Matematicheskie Izvestiya ◽

10.33048/semi.2019.16.002 ◽

2019 ◽

Vol 16 ◽

pp. 21-41 ◽

Cited By ~ 1

Author(s):

A. A. Mogulskii

Keyword(s):

Renewal Processes ◽

Cramér’S Condition ◽

Compound Renewal Processes

Short Communications Moderate Large Deviations Principles for Trajectories of Compound Renewal Processes

Theory of Probability and Its Applications ◽

10.1137/s0040585x97t989519 ◽

2019 ◽

Vol 64 (2) ◽

pp. 324-333

Author(s):

A. A. Borovkov

Keyword(s):

Large Deviations ◽

Renewal Processes ◽

Compound Renewal Processes

compound renewal processes
Recently Published Documents

TOTAL DOCUMENTS

H-INDEX

The moderate deviations principle for the trajectories of compound renewal processes on the half-line

Extension of the Invariance Principle for Compound Renewal Processes to the Zones of Moderately Large and Small Deviations

On Exact Large Deviation Principles for Compound Renewal Processes

Boundary Crossing Problems for Compound Renewal Processes

Integro-Local Theorems in Boundary Crossing Problems for Compound Renewal Processes

On Large Deviation Principles for Compound Renewal Processes

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

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

Local theorems for arithmetic compound renewal processes when Cramer's condition holds

Short Communications Moderate Large Deviations Principles for Trajectories of Compound Renewal Processes

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compound renewal processesRecently Published Documents

TOTAL DOCUMENTS

H-INDEX

The moderate deviations principle for the trajectories of compound renewal processes on the half-line

Extension of the Invariance Principle for Compound Renewal Processes to the Zones of Moderately Large and Small Deviations

On Exact Large Deviation Principles for Compound Renewal Processes

Boundary Crossing Problems for Compound Renewal Processes

Integro-Local Theorems in Boundary Crossing Problems for Compound Renewal Processes

On Large Deviation Principles for Compound Renewal Processes

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

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

Local theorems for arithmetic compound renewal processes when Cramer's condition holds

Short Communications Moderate Large Deviations Principles for Trajectories of Compound Renewal Processes

compound renewal processes
Recently Published Documents