Integro-local limit theorems for compound renewal processes

DOI10.1137/S0040585X97T988551MaRDI QIDQ5242510zbMATH OpenOpenAlexFDO

Authors A. A. Borovkov

Publication date 12 November 2019

Published in Theory of Probability & Its Applications (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1137/s0040585x97t988551

zbMATH Keywords

analogues of Stone's theoremcompound renewal processintegro-local theorem

Mathematics Subject Classification ID

Large deviations (60F10) Functional limit theorems; invariance principles (60F17) Renewal theory (60K05)

Recommendations

• Integro-local limit theorems for compound renewal processes under Cramér's condition. I
• Integro-local limit theorems for compound renewal processes under Cramér's condition. II
• Integro-local theorems for multidimensional compound renewal processes, when Cramer's condition holds. II
• Integro-local theorems for multidimensional compound renewal processes, when Cramer's condition holds. I
• Integro-local theorems for multidimensional compound renewal processes, when Cramer's condition holds. III

Cites work

• Asymptotic Analysis of Random Walks
• Generalization and refinement of the integro-local Stone theorem for sums of random vectors
• scientific article; zbMATH DE number 3149370 (Why is no real title available?)
• scientific article; zbMATH DE number 3168165 (Why is no real title available?)
• scientific article; zbMATH DE number 3073499 (Why is no real title available?)
• Integral theorems for the first passage time of an arbitrary boundary by a compound renewal process
• Probability theory. Edited by K. A. Borovkov. Transl. from the Russian by O. Borovkova and P. S. Ruzankin
• Ruin probabilities

Cited in

(8)

• Integro-local limit theorems for compound renewal processes under Cramér's condition. II
• Integro-local theorems for multidimensional compound renewal processes, when Cramer's condition holds. I
• Integro-local limit theorems for compound renewal processes under Cramér's condition. I
• Integro-local theorems in boundary crossing problems for compound renewal processes
• Large deviations of generalized renewal process
• Limit theorems for increments of compound renewal processes
• The oscillation behavior of compound empirical process
• Sharp asymptotics for the Laplace transform of the compound renewal process and related problems

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