当前位置: X-MOL 学术Theory Probab. Appl. › 论文详情
Our official English website, www.x-mol.net, welcomes your feedback! (Note: you will need to create a separate account there.)
Properties of the Deviation Rate Function and the Asymptotics for the Laplace Transform of the Distribution of a Compound Renewal Process
Theory of Probability and Its Applications ( IF 0.6 ) Pub Date : 2020-02-14 , DOI: 10.1137/s0040585x97t989660
A. A. Borovkov , A. A. Mogulskii , E. I. Prokopenko

Theory of Probability &Its Applications, Volume 64, Issue 4, Page 499-512, January 2020.
We find the asymptotics for the logarithm of the Laplace transform of the distribution of a compound renewal process as time increases unboundedly. It is assumed that the elements of the governing sequences of the renewal process satisfy Cramér's moment condition. Representations for the deviation rate function of the compound renewal process are found.


中文翻译:

复合更新过程分布的拉普拉斯变换的偏差率函数和渐近性的性质

概率论及其应用,第64卷,第4期,第499-512页,2020年1月。
我们发现随着时间的增长,复合更新过程的分布的Laplace变换的对数渐近。假设更新过程的控制序列元素满足克拉梅尔矩条件。找到了复合更新过程的偏差率函数的表示形式。
更新日期:2020-02-14
down
wechat
bug