Integro-Local Limit Theorems for Compound Renewal Processes under Cramér’S Condition. I
- Autores: Borovkov A.1, Mogulskii A.1
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Afiliações:
- Sobolev Institute of Mathematics
- Edição: Volume 59, Nº 3 (2018)
- Páginas: 383-402
- Seção: Article
- URL: https://journals.rcsi.science/0037-4466/article/view/171845
- DOI: https://doi.org/10.1134/S0037446618030023
- ID: 171845
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Resumo
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.
Sobre autores
A. Borovkov
Sobolev Institute of Mathematics
Autor responsável pela correspondência
Email: borovkov@math.nsc.ru
Rússia, Novosibirsk
A. Mogulskii
Sobolev Institute of Mathematics
Email: borovkov@math.nsc.ru
Rússia, Novosibirsk
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