Integro-Local Limit Theorems for Compound Renewal Processes under Cramér’S Condition. I | Sciact - Система учета научной деятельности ИМ СО РАН

Integro-Local Limit Theorems for Compound Renewal Processes under Cramér’S Condition. I Научная публикация

Журнал

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

Вых. Данные

Год: 2018, Том: 59, Номер: 3, Страницы: 383-402 Страниц : 20 DOI: 10.1134/S0037446618030023

Ключевые слова

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

Авторы

Borovkov A.A. ¹ , Mogulskii A.A. ¹

Организации

1	Sobolev Institute of Mathematics, Novosibirsk, Russian Federation

We obtain integro-local limit theorems in the phase space for compound renewal processes under Cramér’s moment condition. These theorems apply in a domain analogous to Cramér’s zone of deviations for random walks. It includes the zone of normal and moderately large deviations. Under the same conditions we establish some integro-local theorems for finite-dimensional distributions of compound renewal processes. © 2018, Pleiades Publishing, Ltd.

Borovkov A.A. , Mogulskii A.A.
Integro-Local Limit Theorems for Compound Renewal Processes under Cramér’S Condition. I
Siberian Mathematical Journal. 2018. V.59. N3. P.383-402. DOI: 10.1134/S0037446618030023 WOS Scopus OpenAlex

Боровков А.А. , Могульский А.А.
Интегро-локальные предельные теоремы для обобщенных процессов восстановления при выполнении условия Крамера. I
Сибирский математический журнал. 2018. Т.59. №3. С.491–513. DOI: 10.17377/smzh.2018.59.302 РИНЦ

Web of science:	WOS:000436590800002
Scopus:	2-s2.0-85049341902
OpenAlex:	W4252827228

БД	Цитирований
Scopus	21
OpenAlex	15
Web of science	20