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Large deviation principle for multidimensional second compound renewal processes in the phase space. / Mogulskii, A. A.; Prokopenko, E. I.
в: Сибирские электронные математические известия, Том 16, 01.11.2019, стр. 1478-1492.Результаты исследований: Научные публикации в периодических изданиях › статья › Рецензирование
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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