B. Tsirelson

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

Recent works

Boris Tsirelson,
"From uniform renewal theorem to uniform large and moderate deviations for renewal-reward processes"
Electronic Communications in Probability 18:52, 1-13 (2013).
Available online (free of charge) on the journal site:
http://ecp.ejpecp.org/article/view/2719
See also arXiv.org/abs/1207.1290


A research paper, 13 pages, bibl. 8 refs.

A uniform key renewal theorem is deduced from the uniform Blackwell's renewal theorem. A uniform LDP (large deviations principle) for renewal-reward processes is obtained, and MDP (moderate deviations principle) is deduced under conditions much weaker than existence of exponential moments.

  1. Introduction.
  2. Uniform renewal theorems.
  3. Uniform large deviations.
  4. Moderate deviations.
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