Abstract
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.
Original language | English |
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Journal | Electronic Communications in Probability |
Volume | 18 |
DOIs | |
State | Published - 2013 |
Keywords
- Moderate deviation
- Renewal-reward
- Uniform renewal theorem