Large deviation principles in boundary problems for compound renewal processes
- Autores: Borovkov A.1
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Afiliações:
- Sobolev Institute of Mathematics
- Edição: Volume 57, Nº 3 (2016)
- Páginas: 442-469
- Seção: Article
- URL: https://journals.rcsi.science/0037-4466/article/view/170458
- DOI: https://doi.org/10.1134/S003744661603006X
- ID: 170458
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Resumo
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.
Sobre autores
A. Borovkov
Sobolev Institute of Mathematics
Autor responsável pela correspondência
Email: borovkov@math.nsc.ru
Rússia, Novosibirsk
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