In some cases it is interesting to have inequalities between asymptotic rates. Here, we consider asymptotic rates in the fashion of large deviations. We present inequalities between large deviation rate functions for telegrapher processes in the first part, and inequalities between Lundberg parameters for Markov-additive processes in the second part.
Macci, C. (2008). Inequalities between some large deviation rates. APPLIED STOCHASTIC MODELS IN BUSINESS AND INDUSTRY, 24(1), 83-92 [10.1002/asmb.701].
Inequalities between some large deviation rates
MACCI, CLAUDIO
2008-01-01
Abstract
In some cases it is interesting to have inequalities between asymptotic rates. Here, we consider asymptotic rates in the fashion of large deviations. We present inequalities between large deviation rate functions for telegrapher processes in the first part, and inequalities between Lundberg parameters for Markov-additive processes in the second part.File in questo prodotto:
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