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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 PDF
 
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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