Integro-local limit theorems for compound renewal processes Full article
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Theory of Probability and its Applications
ISSN: 0040-585X , E-ISSN: 1095-7219 |
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| Output data | Year: 2018, Volume: 62, Number: 2, Pages: 175-195 Pages count : 21 DOI: 10.1137/S0040585X97T988551 | ||||
| Tags | Analogues of Stone’s theorem; Compound renewal process; Integro-local theorem | ||||
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Abstract:
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.
Cite:
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
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
Original:
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
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
Identifiers:
| Web of science: | WOS:000432324200001 |
| Scopus: | 2-s2.0-85047150879 |
| OpenAlex: | W2805034818 |