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arxiv: 1207.1290 · v1 · pith:F2RUBPQVnew · submitted 2012-07-05 · 🧮 math.PR

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

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keywords uniformdeviationsrenewaltheoremdeducedlargemoderateprinciple
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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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