Integro-Local Limit Theorems for Compound Renewal Processes Under Cramér’s Condition. II

Integro-Local Limit Theorems for Compound Renewal Processes Under Cramér’s Condition. II Full article

Journal

Siberian Mathematical Journal
ISSN: 0037-4466 , E-ISSN: 1573-9260

Output data

Year: 2018, Volume: 59, Number: 4, Pages: 578-597 Pages count : 20 DOI: 10.1134/S003744661804002X

Tags

compound renewal process; Cramér’s condition; deviation function; integro-local theorem; large deviations; renewal measure; second deviation function

Authors

Borovkov A.A. ¹ , Mogulskii A.A. ¹

Affiliations

1	Sobolev Institute of Mathematics, Novosibirsk, Russian Federation

We prove the statements that are formulated in the first part of this paper. As an auxiliary proposition, we establish an integro-local theorem for the renewal measure of a two-dimensional random walk. © 2018, Pleiades Publishing, Ltd.

Borovkov A.A. , Mogulskii A.A.
Integro-Local Limit Theorems for Compound Renewal Processes Under Cramér’s Condition. II
Siberian Mathematical Journal. 2018. V.59. N4. P.578-597. DOI: 10.1134/S003744661804002X WOS Scopus OpenAlex

Боровков А.А. , Могульский А.А.
Интегро-локальные предельные теоремы для обобщенных процессов восстановления при выполнении условия Крамера. II
Сибирский математический журнал. 2018. Т.59. №4. С.736–758. DOI: 10.17377/smzh.2018.59.402 РИНЦ

Web of science:	WOS:000443717700002
Scopus:	2-s2.0-85053019140
OpenAlex:	W2810267493

DB	Citing
Scopus	16
OpenAlex	14
Web of science	6