Inequalities between some large deviation rates

Claudio Macci

Applied Stochastic Models in Business and Industry, 2008, vol. 24, issue 1, 83-92

Abstract: In some cases it is interesting to have inequalities between asymptotic rates. Here, we consider asymptotic rates in the fashion of large deviations. We present inequalities between large deviation rate functions for telegrapher processes in the first part, and inequalities between Lundberg parameters for Markov‐additive processes in the second part. Copyright © 2007 John Wiley & Sons, Ltd.

Date: 2008
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Persistent link: https://EconPapers.repec.org/RePEc:wly:apsmbi:v:24:y:2008:i:1:p:83-92

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