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
Cite item
Open Access
Access granted
Subscription Access
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
Supplementary files
