From uniform renewal theorem to uniform large and moderate deviations for renewal-reward processes

Boris Tsirelson*

*Corresponding author for this work

Research output: Contribution to journalArticlepeer-review

19 Scopus citations

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 languageEnglish
JournalElectronic Communications in Probability
Volume18
DOIs
StatePublished - 2013

Keywords

  • Moderate deviation
  • Renewal-reward
  • Uniform renewal theorem

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