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The rate function and the fundamental function for multidimensional compound renewal process. / Mogulskii, Anatolii Alfredovich; Prokopenko, Evgenii Igorevich.

In: Сибирские электронные математические известия, Vol. 16, 01.11.2019, p. 1449-1463.

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

Harvard

Mogulskii, AA & Prokopenko, EI 2019, 'The rate function and the fundamental function for multidimensional compound renewal process', Сибирские электронные математические известия, vol. 16, pp. 1449-1463. https://doi.org/10.33048/semi.2019.19.100

APA

Mogulskii, A. A., & Prokopenko, E. I. (2019). The rate function and the fundamental function for multidimensional compound renewal process. Сибирские электронные математические известия, 16, 1449-1463. https://doi.org/10.33048/semi.2019.19.100

Vancouver

Mogulskii AA, Prokopenko EI. The rate function and the fundamental function for multidimensional compound renewal process. Сибирские электронные математические известия. 2019 Nov 1;16:1449-1463. doi: 10.33048/semi.2019.19.100

Author

Mogulskii, Anatolii Alfredovich ; Prokopenko, Evgenii Igorevich. / The rate function and the fundamental function for multidimensional compound renewal process. In: Сибирские электронные математические известия. 2019 ; Vol. 16. pp. 1449-1463.

BibTeX

@article{0f19bf0bc9f9428d8cbcbd524f84acce,
title = "The rate function and the fundamental function for multidimensional compound renewal process",
abstract = "We consider two multidimensional compound renewal processes Z(t) and Y(t). Assuming that the increments satisfy the Cramer's condition, we define and investigate the rate functions and the fundamental functions for the processes Z(t) and Y(t).",
keywords = "Compound multidimensional renewal process, Cramer's condition, Deviation (rate) function, Fundamental function, Large deviations, Legendre transformation, large deviations, fundamental function, compound multidimensional renewal process, deviation (rate) function",
author = "Mogulskii, {Anatolii Alfredovich} and Prokopenko, {Evgenii Igorevich}",
year = "2019",
month = nov,
day = "1",
doi = "10.33048/semi.2019.19.100",
language = "English",
volume = "16",
pages = "1449--1463",
journal = "Сибирские электронные математические известия",
issn = "1813-3304",
publisher = "Sobolev Institute of Mathematics",

}

RIS

TY - JOUR

T1 - The rate function and the fundamental function for multidimensional compound renewal process

AU - Mogulskii, Anatolii Alfredovich

AU - Prokopenko, Evgenii Igorevich

PY - 2019/11/1

Y1 - 2019/11/1

N2 - We consider two multidimensional compound renewal processes Z(t) and Y(t). Assuming that the increments satisfy the Cramer's condition, we define and investigate the rate functions and the fundamental functions for the processes Z(t) and Y(t).

AB - We consider two multidimensional compound renewal processes Z(t) and Y(t). Assuming that the increments satisfy the Cramer's condition, we define and investigate the rate functions and the fundamental functions for the processes Z(t) and Y(t).

KW - Compound multidimensional renewal process

KW - Cramer's condition

KW - Deviation (rate) function

KW - Fundamental function

KW - Large deviations

KW - Legendre transformation

KW - large deviations

KW - fundamental function

KW - compound multidimensional renewal process

KW - deviation (rate) function

UR - http://www.scopus.com/inward/record.url?scp=85083248997&partnerID=8YFLogxK

U2 - 10.33048/semi.2019.19.100

DO - 10.33048/semi.2019.19.100

M3 - Article

AN - SCOPUS:85083248997

VL - 16

SP - 1449

EP - 1463

JO - Сибирские электронные математические известия

JF - Сибирские электронные математические известия

SN - 1813-3304

ER -

ID: 24068101