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