Large deviation principles in boundary problems for compound renewal processes
- 作者: Borovkov A.1
-
隶属关系:
- Sobolev Institute of Mathematics
- 期: 卷 57, 编号 3 (2016)
- 页面: 442-469
- 栏目: Article
- URL: https://journals.rcsi.science/0037-4466/article/view/170458
- DOI: https://doi.org/10.1134/S003744661603006X
- ID: 170458
如何引用文章
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
编辑信件的主要联系方式.
Email: borovkov@math.nsc.ru
俄罗斯联邦, Novosibirsk
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