compound renewal processes Recently Published Documents

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 ◽

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 ◽

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 ◽

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 ◽

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 ◽

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 ◽

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

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 ◽

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

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 ◽

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

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 ◽

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 ◽