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Large deviation principles in boundary problems for compound renewal processes

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Abstract

We find explicit logarithmic asymptotics for the probability of events related to the intersection (or nonintersection) of arbitrary remote boundaries by the trajectory of a compound renewal process.

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Authors and Affiliations

  1. Sobolev Institute of Mathematics, Novosibirsk State University, Novosibirsk, Russia

    A. A. Borovkov

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  1. A. A. Borovkov
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Correspondence to A. A. Borovkov.

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Novosibirsk. Translated from Sibirskiĭ Matematicheskiĭ Zhurnal, Vol. 57, No. 3, pp. 562–595, May–June, 2016; DOI: 10.17377/smzh.2016.57.306.

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Borovkov, A.A. Large deviation principles in boundary problems for compound renewal processes. Sib Math J 57, 442–469 (2016). https://doi.org/10.1134/S003744661603006X

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  • DOI: https://doi.org/10.1134/S003744661603006X

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