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Large deviation principle for multidimensional second compound renewal processes in the phase space. / Mogulskii, A. A.; Prokopenko, E. I.

In: Сибирские электронные математические известия, Vol. 16, 01.11.2019, p. 1478-1492.

Research output: Contribution to journal › Article › peer-review

Harvard

Mogulskii, AA & Prokopenko, EI 2019, 'Large deviation principle for multidimensional second compound renewal processes in the phase space', Сибирские электронные математические известия, vol. 16, pp. 1478-1492. https://doi.org/10.33048/semi.2019.16.102

APA

Mogulskii, A. A., & Prokopenko, E. I. (2019). Large deviation principle for multidimensional second compound renewal processes in the phase space. Сибирские электронные математические известия, 16, 1478-1492. https://doi.org/10.33048/semi.2019.16.102

Vancouver

Mogulskii AA, Prokopenko EI. Large deviation principle for multidimensional second compound renewal processes in the phase space. Сибирские электронные математические известия. 2019 Nov 1;16:1478-1492. doi: 10.33048/semi.2019.16.102

Author

Mogulskii, A. A. ; Prokopenko, E. I. / Large deviation principle for multidimensional second compound renewal processes in the phase space. In: Сибирские электронные математические известия. 2019 ; Vol. 16. pp. 1478-1492.

BibTeX

@article{ab9ed331bf8c44409fd8846e978384fb,
title = "Large deviation principle for multidimensional second compound renewal processes in the phase space",
abstract = "We obtain the large deviation principles for multidimensional second compound renewal processes Y(t) in the phase space Rd, for this we find and investigate the rate function DY (α). Also we findasymptotics for the Laplace transform of this process when the time goes to infinity, for this we find and investigate the so-called fundamental function AY (μ).",
keywords = "Compound multidimensional renewal process, Cramer's condition, Deviation (rate) function, Large deviations, Renewal measure, Second deviation (rate) function, large deviations, second deviation (rate) function, compound multidimensional renewal process, renewal measure, deviation (rate) function",
author = "Mogulskii, {A. A.} and Prokopenko, {E. I.}",
year = "2019",
month = nov,
day = "1",
doi = "10.33048/semi.2019.16.102",
language = "English",
volume = "16",
pages = "1478--1492",
journal = "Сибирские электронные математические известия",
issn = "1813-3304",
publisher = "Sobolev Institute of Mathematics",

}

RIS

TY - JOUR

T1 - Large deviation principle for multidimensional second compound renewal processes in the phase space

AU - Mogulskii, A. A.

AU - Prokopenko, E. I.

PY - 2019/11/1

Y1 - 2019/11/1

N2 - We obtain the large deviation principles for multidimensional second compound renewal processes Y(t) in the phase space Rd, for this we find and investigate the rate function DY (α). Also we findasymptotics for the Laplace transform of this process when the time goes to infinity, for this we find and investigate the so-called fundamental function AY (μ).

AB - We obtain the large deviation principles for multidimensional second compound renewal processes Y(t) in the phase space Rd, for this we find and investigate the rate function DY (α). Also we findasymptotics for the Laplace transform of this process when the time goes to infinity, for this we find and investigate the so-called fundamental function AY (μ).

KW - Compound multidimensional renewal process

KW - Cramer's condition

KW - Deviation (rate) function

KW - Large deviations

KW - Renewal measure

KW - Second deviation (rate) function

KW - large deviations

KW - second deviation (rate) function

KW - compound multidimensional renewal process

KW - renewal measure

KW - deviation (rate) function

UR - http://www.scopus.com/inward/record.url?scp=85083385404&partnerID=8YFLogxK

U2 - 10.33048/semi.2019.16.102

DO - 10.33048/semi.2019.16.102

M3 - Article

AN - SCOPUS:85083385404

VL - 16

SP - 1478

EP - 1492

JO - Сибирские электронные математические известия

JF - Сибирские электронные математические известия

SN - 1813-3304

ER -

ID: 24068041