Integro-local limit theorems for compound renewal processes | Sciact - Система учета научной деятельности ИМ СО РАН

Integro-local limit theorems for compound renewal processes Научная публикация

Журнал

Theory of Probability and its Applications
ISSN: 0040-585X , E-ISSN: 1095-7219

Вых. Данные

Год: 2018, Том: 62, Номер: 2, Страницы: 175-195 Страниц : 21 DOI: 10.1137/S0040585X97T988551

Ключевые слова

Analogues of Stone’s theorem; Compound renewal process; Integro-local theorem

Авторы

Borovkov A.A. ^1,2

Организации

1	S. L. Sobolev Institute of Mathematics SB RAS
2	Novosibirsk State University

We obtain integro-local theorems (analogues of Stone’s theorem) for compound renewal processes when at least one of the following two conditions is met: (a) the components of the jumps in the process are independent or are linearly dependent, or (b) the jumps have finite moments of an order higher than 2. In case (b) we obtain an upper bound for the remainder term. © 2018 Society for Industrial and Applied Mathematics.

Borovkov A.A.
Integro-local limit theorems for compound renewal processes
Theory of Probability and its Applications. 2018. V.62. N2. P.175-195. DOI: 10.1137/S0040585X97T988551 WOS Scopus OpenAlex

Боровков А.А.
Интегро-локальные предельные теоремы для обобщенных процессов восстановления
Теория вероятностей и ее применения. 2017. Т.62. №2. С.217–240. DOI: 10.4213/tvp5116 РИНЦ OpenAlex

Web of science:	WOS:000432324200001
Scopus:	2-s2.0-85047150879
OpenAlex:	W2805034818

БД	Цитирований
Scopus	3
OpenAlex	3
Web of science	4