Sibirskie Èlektronnye Matematicheskie Izvestiya [Siberian Electronic Mathematical Reports]
RUS  ENG    JOURNALS   PEOPLE   ORGANISATIONS   CONFERENCES   SEMINARS   VIDEO LIBRARY   PACKAGE AMSBIB  
General information
Latest issue
Archive
Impact factor

Search papers
Search references

RSS
Latest issue
Current issues
Archive issues
What is RSS



Sib. Èlektron. Mat. Izv.:
Year:
Volume:
Issue:
Page:
Find






Personal entry:
Login:
Password:
Save password
Enter
Forgotten password?
Register


Sibirskie Èlektronnye Matematicheskie Izvestiya [Siberian Electronic Mathematical Reports], 2019, Volume 16, Pages 1464–1477
DOI: https://doi.org/10.33048/semi.2019.16.101
(Mi semr1142)
 

This article is cited in 8 scientific papers (total in 8 papers)

Probability theory and mathematical statistics

Large deviation principle for multidimensional first compound renewal processes in the phase space

A. A. Mogulskiiab, E. I. Prokopenkoba

a Sobolev Institute of Mathematics, 4, Koptyuga ave., Novosibirsk, 630090, Russia
b Novosibirsk State University, 1, Pirogova str., Novosibirsk, 630090, Russia
Full-text PDF (202 kB) Citations (8)
References:
Abstract: We obtain the large deviation principles for multidimensional first compound renewal processes $\mathbf{Z}(t)$ in the phase space $\mathbb{R}^d$, for this we find and investigate the rate function $D_Z(\alpha)$. Also we find asymptotics for the Laplace transform of this process when the time goes to infinity, for this we find and investigate the so-called fundamental function $A_Z(\mu)$.
Keywords: compound multidimensional renewal process, large deviations, renewal measure, Cramer's condition, deviation (rate) function, second deviation (rate) function, fundamental function.
Funding agency Grant number
Russian Science Foundation 18-11-00129
Received June 4, 2019, published October 17, 2019
Bibliographic databases:
Document Type: Article
UDC: 519.21
MSC: 60K05, 60F10
Language: Russian
Citation: A. A. Mogulskii, E. I. Prokopenko, “Large deviation principle for multidimensional first compound renewal processes in the phase space”, Sib. Èlektron. Mat. Izv., 16 (2019), 1464–1477
Citation in format AMSBIB
\Bibitem{MogPro19}
\by A.~A.~Mogulskii, E.~I.~Prokopenko
\paper Large deviation principle for multidimensional first compound renewal processes in the phase space
\jour Sib. \`Elektron. Mat. Izv.
\yr 2019
\vol 16
\pages 1464--1477
\mathnet{http://mi.mathnet.ru/semr1142}
\crossref{https://doi.org/10.33048/semi.2019.16.101}
Linking options:
  • https://www.mathnet.ru/eng/semr1142
  • https://www.mathnet.ru/eng/semr/v16/p1464
  • This publication is cited in the following 8 articles:
    Citing articles in Google Scholar: Russian citations, English citations
    Related articles in Google Scholar: Russian articles, English articles
     
      Contact us:
     Terms of Use  Registration to the website  Logotypes © Steklov Mathematical Institute RAS, 2024