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


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Abstract

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.

About the authors

A. A. Borovkov

Sobolev Institute of Mathematics

Author for correspondence.
Email: borovkov@math.nsc.ru
Russian Federation, Novosibirsk

A. A. Mogulskii

Sobolev Institute of Mathematics

Email: borovkov@math.nsc.ru
Russian Federation, Novosibirsk


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