Large deviations for renewal processes
โ Scribed by Jiang Tiefeng
- Publisher
- Elsevier Science
- Year
- 1994
- Tongue
- English
- Weight
- 667 KB
- Volume
- 50
- Category
- Article
- ISSN
- 0304-4149
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๐ SIMILAR VOLUMES
In the present paper we investigate the precise large deviations for heavy-tailed random sums. First, we obtain a result which improves the relative result in Kl uppelberg and Mikosch (J. Appl. Probab. 34 (1997) 293). Then we introduce a more realistic risk model than classical ones, named the compo
This paper develops a large deviation theorem for families of sample means of U -statistic structure (i.e., U -processes). These results extend the work of Sethuraman (1964) and Wu (1994) on large deviation theory for families of ordinary sample means and the classical empirical process. Along the w