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Sibirskii Matematicheskii Zhurnal, 2016, Volume 57, Number 3, Pages 562–595
DOI: https://doi.org/10.17377/smzh.2016.57.306 (Mi smj2764) 		 
This article is cited in 12 scientific papers (total in 12 papers)

Large deviation principles in boundary problems for compound renewal processes

A. A. Borovkovab

a Novosibirsk State University, Novosibirsk, Russia
b Sobolev Institute of Mathematics, Siberian Branch of the Russian Academy of Sciences, Novosibirsk, Russia
Full-text PDF (622 kB) Citations (12)
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DOI: https://doi.org/10.17377/smzh.2016.57.306
Abstract: We find explicit logarithmic asymptotics for the probability of events related to the intersection (or nonintersection) of arbitrary remote boundaries by the trajectory of a compound renewal process.
Keywords: compound renewal process, large deviation principle, boundary problem, second deviation function, admissible nonhomogeneity, regular deviation, shortest trajectory, first boundary problem, level curves, second boundary problem.
Funding agency Grant number
Russian Foundation for Basic Research 14-01-00220
The author was supported by the Russian Foundation for Basic Research (Grant 14-01-00220).
Received: 22.01.2015
English version:
Siberian Mathematical Journal, 2016, Volume 57, Issue 3, Pages 442–469
DOI: https://doi.org/10.1134/S003744661603006X
Bibliographic databases:
Document Type: Article
UDC: 519.21
Language: Russian
Citation: A. A. Borovkov, “Large deviation principles in boundary problems for compound renewal processes”, Sibirsk. Mat. Zh., 57:3 (2016), 562–595; Siberian Math. J., 57:3 (2016), 442–469
Citation in format AMSBIB
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    • This publication is cited in the following 12 articles:
    Citing articles in Google Scholar: Russian citations, English citations
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    		Сибирский математический журнал Siberian Mathematical Journal
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