From uniform renewal theorem to uniform large and moderate deviations for renewal-reward processes
Probability
2012-07-06 v1
Abstract
A uniform key renewal theorem is deduced from the uniform Blackwell's renewal theorem. A uniform LDP (large deviations principle) for renewal-reward processes is obtained, and MDP (moderate deviations principle) is deduced under conditions much weaker than existence of exponential moments.
Keywords
Cite
@article{arxiv.1207.1290,
title = {From uniform renewal theorem to uniform large and moderate deviations for renewal-reward processes},
author = {Boris Tsirelson},
journal= {arXiv preprint arXiv:1207.1290},
year = {2012}
}
Comments
16 pages