Integro-Local Theorems in Boundary Crossing Problems for Compound Renewal Processes
- 作者: Borovkov A.1
-
隶属关系:
- Sobolev Institute of Mathematics
- 期: 卷 60, 编号 6 (2019)
- 页面: 957-972
- 栏目: Article
- URL: https://journals.rcsi.science/0037-4466/article/view/172711
- DOI: https://doi.org/10.1134/S0037446619060041
- ID: 172711
如何引用文章
详细
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.
作者简介
A. Borovkov
Sobolev Institute of Mathematics
编辑信件的主要联系方式.
Email: borovkov@math.nsc.ru
俄罗斯联邦, Novosibirsk