From uniform renewal theorem to uniform large and moderate deviations for renewal-reward processes
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1. | Title | Title of document | From uniform renewal theorem to uniform large and moderate deviations for renewal-reward processes |
2. | Creator | Author's name, affiliation, country | Boris Tsirelson; Tel Aviv University; Israel |
3. | Subject | Discipline(s) | |
3. | Subject | Keyword(s) | moderate deviation; uniform renewal theorem; renewal-reward |
3. | Subject | Subject classification | 60F10; 60K05; 60K15 |
4. | Description | Abstract | A uniform key renewal theorem is deduced from the uniform Blackwell's renewal theorem. A uniform LDP (large deviation principle) for renewal-reward processes is obtained, and MDP (moderate deviation principle) is deduced under conditions much weaker than existence of exponential moments. |
5. | Publisher | Organizing agency, location | |
6. | Contributor | Sponsor(s) | |
7. | Date | (YYYY-MM-DD) | 2013-06-27 |
8. | Type | Status & genre | Peer-reviewed Article |
8. | Type | Type | |
9. | Format | File format | |
10. | Identifier | Uniform Resource Identifier | http://ecp.ejpecp.org/article/view/2719 |
10. | Identifier | Digital Object Identifier | 10.1214/ECP.v18-2719 |
11. | Source | Journal/conference title; vol., no. (year) | Electronic Communications in Probability; Vol 18 |
12. | Language | English=en | en |
14. | Coverage | Geo-spatial location, chronological period, research sample (gender, age, etc.) | |
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