| Título: | From uniform renewal theorem to uniform large and moderate deviations for renewal-reward processes |
| Autores: | Tsirelson, Boris; Tel Aviv University |
| Fecha: | 2013-01-03 |
| Publicador: | Electronic communications in probability |
| Fuente: |
 |
| Tipo: | Peer-reviewed Article |
| Tema: |
moderate deviation; uniform renewal theorem; renewal-reward 60F10; 60K05; 60K15 |
| Descripción: | 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. |
| Idioma: | Inglés |
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