Large deviation principles in boundary problems for compound renewal processes


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详细

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.

作者简介

A. Borovkov

Sobolev Institute of Mathematics

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Email: borovkov@math.nsc.ru
俄罗斯联邦, Novosibirsk


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