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2013 From uniform renewal theorem to uniform large and moderate deviations for renewal-reward processes
Boris Tsirelson
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Electron. Commun. Probab. 18: 1-13 (2013). DOI: 10.1214/ECP.v18-2719

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.

Citation

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Boris Tsirelson. "From uniform renewal theorem to uniform large and moderate deviations for renewal-reward processes." Electron. Commun. Probab. 18 1 - 13, 2013. https://doi.org/10.1214/ECP.v18-2719

Information

Accepted: 27 June 2013; Published: 2013
First available in Project Euclid: 7 June 2016

zbMATH: 1300.60039
MathSciNet: MR3078015
Digital Object Identifier: 10.1214/ECP.v18-2719

Subjects:
Primary: 60F10
Secondary: 60K05, 60K15

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