• Corpus ID: 240419959

Large deviation principles for renewal-reward processes

@inproceedings{Zamparo2021LargeDP,
  title={Large deviation principles for renewal-reward processes},
  author={Marco Zamparo},
  year={2021}
}
We establish a sharp large deviation principle for renewal-reward processes, supposing that each renewal involves a broad-sense reward taking values in a real separable Banach space. In fact, we demonstrate a weak large deviation principle without assuming any exponential moment condition on the law of waiting times and rewards by resorting to a sharp version of Cramér’s theorem. We also exhibit sufficient conditions for exponential tightness of renewal-reward processes, which leads to a full… 

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  • M. Zamparo
  • Mathematics
    Journal of Physics A: Mathematical and Theoretical
  • 2019
In Zamparo (2019 (arXiv:1903.03527)) the author has recently established sharp large deviation principles for cumulative rewards associated with a discrete-time renewal model, supposing that each