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

Boris Tsirelson

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arXiv · 1207.1290

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

Boris Tsirelson

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Abstract

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.

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Boris Tsirelson. 2012-07-05. From uniform renewal theorem to uniform large and moderate deviations for renewal-reward processes. https://arxiv.org/abs/1207.1290

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