Email this article Large deviation principles in boundary problems for compound renewal processes
- Authors: Borovkov A.A.1
-
Affiliations:
- Sobolev Institute of Mathematics
- Issue: Vol 57, No 3 (2016)
- Pages: 442-469
- Section: Article
- URL: https://journals.rcsi.science/0037-4466/article/view/170458
- DOI: https://doi.org/10.1134/S003744661603006X
- ID: 170458
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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.
About the authors
A. A. Borovkov
Sobolev Institute of Mathematics
Author for correspondence.
Email: borovkov@math.nsc.ru
Russian Federation, Novosibirsk
