Large deviations of renewal processes

Richard F. Serfozo

Stochastic Processes and their Applications, 1974, vol. 2, issue 3, 295-301

Abstract: Limit theorems for large deviations of renewal processes are presented. One result is for a terminating renewal process with small probability of terminating. These theorems are analogous to the classical Cramer and Feller large deviation theorems for sums of independent random variables.

Keywords: renewal; processes; large; deviations; first; passage; times (search for similar items in EconPapers)
Date: 1974
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