Integro-Local Theorems in Boundary Crossing Problems for Compound Renewal Processes
- Авторлар: Borovkov A.1
-
Мекемелер:
- Sobolev Institute of Mathematics
- Шығарылым: Том 60, № 6 (2019)
- Беттер: 957-972
- Бөлім: Article
- URL: https://journals.rcsi.science/0037-4466/article/view/172711
- DOI: https://doi.org/10.1134/S0037446619060041
- ID: 172711
Дәйексөз келтіру
Аннотация
We find sharp asymptotics for the probability that the moment when the trajectory of a compound renewal process crosses an arbitrary remote boundary lies in a prescribed small time interval. As a key step in our proof, we obtain limit theorems for the conditional distribution of jumps of the process when the endpoint of the trajectory of a compound renewal process is fixed.
Авторлар туралы
A. Borovkov
Sobolev Institute of Mathematics
Хат алмасуға жауапты Автор.
Email: borovkov@math.nsc.ru
Ресей, Novosibirsk
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