Properties of the deviation rate function and the asymptotics for the laplace transform of the distribution of a compound renewal process | Sciact - Система учета научной деятельности ИМ СО РАН

Properties of the deviation rate function and the asymptotics for the laplace transform of the distribution of a compound renewal process Научная публикация

Журнал

Theory of Probability and its Applications
ISSN: 0040-585X , E-ISSN: 1095-7219

Вых. Данные

Год: 2020, Том: 64, Номер: 4, Страницы: 499-512 Страниц : 14 DOI: 10.1137/S0040585X97T989660

Ключевые слова

Compound renewal process; Cramér’s condition; Deviation rate function; Laplace transform asymptotics; Large deviation principle; Large deviations; Legendre transform

Авторы

Borovkov A.A. ¹ , Mogulskii A.A. ¹ , Prokopenko E.I. ¹

Организации

1	Sobolev Institute of Mathematics, Siberian Branch of the Russian Academy of Sciences, Novosibirsk, Russian Federation

We find the asymptotics for the logarithm of the Laplace transform of the distribution of a compound renewal process as time increases unboundedly. It is assumed that the elements of the governing sequences of the renewal process satisfy Cramér’s moment condition. Representations for the deviation rate function of the compound renewal process are found. © by SIAM.

Borovkov A.A. , Mogulskii A.A. , Prokopenko E.I.
Properties of the deviation rate function and the asymptotics for the laplace transform of the distribution of a compound renewal process
Theory of Probability and its Applications. 2020. V.64. N4. P.499-512. DOI: 10.1137/S0040585X97T989660 WOS Scopus OpenAlex

Боровков А.А. , Могульский А.А. , Прокопенко Е.И.
Свойства функции уклонений обобщенного процесса восстановления и асимптотика преобразования Лапласа над его распределением
Теория вероятностей и ее применения. 2019. Т.64. №4. С.625-641. DOI: 10.4213/tvp5285 OpenAlex

Web of science:	WOS:000551393100001
Scopus:	2-s2.0-85079616659
OpenAlex:	W3006514948

БД	Цитирований
Scopus	3
OpenAlex	2
Web of science	6