paper

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

arXiv:1207.1290

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.

16 pages

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