Electronic Communications in Probability
- Electron. Commun. Probab.
- Volume 18 (2013), paper no. 52, 13 pp.
From uniform renewal theorem to uniform large and moderate deviations for renewal-reward processes
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.
Electron. Commun. Probab., Volume 18 (2013), paper no. 52, 13 pp.
Accepted: 27 June 2013
First available in Project Euclid: 7 June 2016
Permanent link to this document
Digital Object Identifier
Mathematical Reviews number (MathSciNet)
Zentralblatt MATH identifier
Primary: 60F10: Large deviations
Secondary: 60K05: Renewal theory 60K15: Markov renewal processes, semi-Markov processes
This work is licensed under a Creative Commons Attribution 3.0 License.
Tsirelson, Boris. From uniform renewal theorem to uniform large and moderate deviations for renewal-reward processes. Electron. Commun. Probab. 18 (2013), paper no. 52, 13 pp. doi:10.1214/ECP.v18-2719. https://projecteuclid.org/euclid.ecp/1465315591