从均匀更新定理到更新-报酬过程的均匀大偏差和中偏差
概率论
2012-07-06 v1
摘要
从均匀Blackwell更新定理推导出均匀关键更新定理。得到了更新-报酬过程的均匀大偏差原理，并在比指数矩存在弱得多的条件下推导出中偏差原理。
关键词
引用
@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}
}
备注
16 pages