Integro-Local Limit Theorems for Compound Renewal Processes under Cramér’S Condition. I Full article
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Siberian Mathematical Journal
ISSN: 0037-4466 , E-ISSN: 1573-9260 |
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| Output data | Year: 2018, Volume: 59, Number: 3, Pages: 383-402 Pages count : 20 DOI: 10.1134/S0037446618030023 | ||
| Tags | compound renewal process; Cramér’s condition; deviation function; integro-local theorem; large deviations; renewal measure; second deviation function | ||
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Abstract:
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.
Cite:
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
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
Original:
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
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
Identifiers:
| Web of science: | WOS:000436590800002 |
| Scopus: | 2-s2.0-85049341902 |
| OpenAlex: | W4252827228 |