On Exact Large Deviation Principles for Compound Renewal Processes

IF 0.5 4区数学 Q4 STATISTICS & PROBABILITY

Theory of Probability and its Applications Pub Date : 2021-08-05 DOI:10.1137/s0040585x97t990332

A. Borovkov

引用次数: 2

Abstract

We consider two large deviation principles (LDPs): the “ordinary” LDP (when the “strong” Cramer condition is met) and the “extended” LDP when only the standard Cramer condition is met and the devia...

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复合更新过程的精确大偏差原理

我们考虑了两种大偏差原则(LDP):“普通”LDP(当满足“强”Cramer条件时)和“扩展”LDP(仅满足标准Cramer条件时)。

本文章由计算机程序翻译，如有差异，请以英文原文为准。

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来源期刊

Theory of Probability and its Applications 数学-统计学与概率论

CiteScore

1.00

自引率

16.70%

发文量

审稿时长

6 months

期刊介绍： Theory of Probability and Its Applications (TVP) accepts original articles and communications on the theory of probability, general problems of mathematical statistics, and applications of the theory of probability to natural science and technology. Articles of the latter type will be accepted only if the mathematical methods applied are essentially new.