Large deviations of renewal processes
Limit theorems for large deviations of renewal processes are presented. One result is for a terminating renewal process with small probability of terminating. These theorems are analogous to the classical Cramer and Feller large deviation theorems for sums of independent random variables.
Year of publication: |
1974
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Authors: | Serfozo, Richard F. |
Published in: |
Stochastic Processes and their Applications. - Elsevier, ISSN 0304-4149. - Vol. 2.1974, 3, p. 295-301
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Publisher: |
Elsevier |
Keywords: | renewal processes large deviations first passage times |
Saved in:
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