Large deviation principles for renewal–reward processes

نویسندگان

چکیده

We establish a sharp large deviation principle for renewal-reward processes, supposing that each renewal involves broad-sense reward taking values in real separable Banach space. In fact, we demonstrate weak without assuming any exponential moment condition on the law of waiting times and rewards by resorting to version Cram\'er's theorem. also exhibit sufficient conditions tightness which leads full principle.

برای دانلود باید عضویت طلایی داشته باشید

برای دانلود متن کامل این مقاله و بیش از 32 میلیون مقاله دیگر ابتدا ثبت نام کنید

اگر عضو سایت هستید لطفا وارد حساب کاربری خود شوید

منابع مشابه

Large deviation principle for enhanced Gaussian processes

We study large deviation principles for Gaussian processes lifted to the free nilpotent group of step N . We apply this to a large class of Gaussian processes lifted to geometric rough paths. A large deviation principle for enhanced (fractional) Brownian motion, in Hölderor modulus topology, appears as special case. © 2007 Elsevier Masson SAS. All rights reserved. Résumé Nous etudions les princ...

متن کامل

Large Deviation Principles for Empirical Measures of Coloured Random Graphs

Abstract. For any finite coloured graph we define the empirical neighbourhood measure, which counts the number of vertices of a given colour connected to a given number of vertices of each colour, and the empirical pair measure, which counts the number of edges connecting each pair of colours. For a class of models of sparse coloured random graphs, we prove large deviation principles for these ...

متن کامل

Large deviation principles for words drawn from correlated letter sequences

When an i.i.d. sequence of letters is cut into words according to i.i.d. renewal times, an i.i.d. sequence of words is obtained. In the annealed LDP (large deviation principle) for the empirical process of words, the rate function is the specific relative entropy of the observed law of words w.r.t. the reference law of words. In Birkner, Greven and den Hollander [3] the quenched LDP (= conditio...

متن کامل

Large and Moderate Deviation Principles for Kernel Distribution Estimator

In this paper we prove large and moderate deviations principles for the kernel estimator of a distribution function introduced by Nadaraya [1964. Some new estimates for distribution functions. Theory Probab. Appl. 9, 497500]. We provide results both for the pointwise and the uniform deviations. Mathematics Subject Classifiation: 62E20, 60F10

متن کامل

Poisson point processes: large deviation inequalities for the convex distance

An analogue of Talagrand’s convex distance for binomial and Poisson point processes is defined. A corresponding large deviation inequality is proved.

متن کامل

ذخیره در منابع من


  با ذخیره ی این منبع در منابع من، دسترسی به آن را برای استفاده های بعدی آسان تر کنید

ژورنال

عنوان ژورنال: Stochastic Processes and their Applications

سال: 2023

ISSN: ['1879-209X', '0304-4149']

DOI: https://doi.org/10.1016/j.spa.2022.11.009