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On the asymptotics in a boundary problem for compound renewal processes

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Дата записи:
23.12.21
Дата публикации:
28.12.21
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Аватар пользователя Анонимус

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Аватар пользователя patsm00re18

The chance that the track of a compound renewal process passes an arbitrary remote border has steep asymptotics, according to our findings. 

In particular, several limit theorems for the distribution of the process's maximum in the domain of large deviations are obtained. 

We also discuss potential Corsair K100 RGB Optical applications to the classic ruin probability problem in insurance theory.

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Аватар пользователя Анонaneesимус

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Аватар пользователя Анонaneesимус

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Аватар пользователя Анонимус

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Аватар пользователя Анонимус

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