文章基本信息

标题：From uniform renewal theorem to uniform large and moderate deviations for renewal-reward processes
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作者：Tsirelson, Boris
期刊名称：Electronic Communications in Probability
印刷版ISSN：1083-589X
出版年度：2013
卷号：18
页码：1-13
DOI：10.1214/ECP.v18-2719
语种：English
出版社：Electronic Communications in Probability
摘要：A uniform key renewal theorem is deduced from the uniform Blackwell's renewal theorem. A uniform LDP (large deviation principle) for renewal-reward processes is obtained, and MDP (moderate deviation principle) is deduced under conditions much weaker than existence of exponential moments.
关键词：moderate deviation; uniform renewal theorem; renewal-reward;60F10; 60K05; 60K15