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From uniform renewal theorem to uniform large and moderate deviations for renewal-reward processes. (English) Zbl 1300.60039
Summary: A uniform key renewal theorem is deduced from the uniform Blackwell’s renewal theorem. A uniform LDP (large deviation principle) for renewal-reward processes is obtained, and an MDP (moderate deviation principle) is deduced under conditions much weaker than existence of exponential moments.

MSC:
60F10 Large deviations
60K05 Renewal theory
60K15 Markov renewal processes, semi-Markov processes
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