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

Boris Tsirelson (Tel Aviv University)


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.

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Pages: 1-13

Publication Date: June 27, 2013

DOI: 10.1214/ECP.v18-2719


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