Integro-local limit theorems including large deviations for sums of random vectors. II (Q2752964)

Let \(S(n)=\xi(1)+\cdots +\xi(n)\) be the sum of independent non degenerate identically distributed random vectors in \({\mathbf R}^d\). Assuming that the characteristic function \(\varphi(\lambda)= {\mathbf E} e^{\langle\lambda,\xi(1)\rangle}\) is finite in a vicinity of some point \({\lambda \in {\mathbf R}^d}\) the authors obtain asymptotic representations for the probability \({\mathbf P}\{S(n)\in \Delta (x)\}\) and the renewal function \(H(\Delta (x))= \sum_{n=1}^{\infty}{\mathbf P}\{S(n)\in \Delta (x)\}\), where \(\Delta(x)\) is a cube in \({\mathbf R}^d\) with a vertex at point \(x\) and the side length \(\Delta\). In contrast to the preceding papers of the authors [Theory Probab. Appl. 43, No. 1, 1-12 (1998); translation from Teor. Veroyatn. Primen. 43, No. 1, 3-17 (1998; Zbl 0927.60040) and Sib. Math. J. 37, No. 4, 647-682 (1996); translation from Sib. Mat. Zh. 37, No. 4, 745-782 (1996; Zbl 0878.60023)] the results are established under weaker conditions.