The rate function and the fundamental function for multidimensional compound renewal process
A. A. Mogulskiĭ, E. I. Prokopenko · Sibirskie Elektronnye Matematicheskie Izvestiya · 2019
We consider two multidimensional compound renewal processes Z(t) and Y(t).Assuming that the increments satisfy the Cramer's condition, we define and investigate the rate functions and the fundamental functions for the processes Z(t) and Y(t).