Sharp asymptotics for the Laplace transform of the compound renewal process and related problems (Q779139): Difference between revisions

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Property / cites work: Integro-local limit theorems for compound renewal processes under Cramér's condition. II / rank
 
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Property / cites work: Large deviation principles for the finite-dimensional distributions of compound renewal processes / rank
 
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Property / cites work: Integro-Local Limit Theorems for Compound Renewal Processes / rank
 
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Latest revision as of 03:12, 23 July 2024

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Sharp asymptotics for the Laplace transform of the compound renewal process and related problems
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    Sharp asymptotics for the Laplace transform of the compound renewal process and related problems (English)
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    21 July 2020
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    compound renewal process
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    Laplace transform
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    sharp asymptotics
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    distribution of maximum of process
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    asymptotics of moments
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