Integro-local theorems for multidimensional compound renewal processes, when Cramer's condition holds. I

zbMATH Open1395.60102MaRDI QIDQ1669911FDOQ1669911

Authors: Anatoli Mogulskii, Evgeniĭ Igor'evich Prokopenko 

Publication date: 4 September 2018

Published in: Sibirskie Elektronnye Matematicheskie Izvestiya (Search for Journal in Brave)

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• 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
• Local theorems for arithmetic multidimensional compound renewal processes under Cramér's condition

zbMATH Keywords

large deviationsCramer's conditionintegro-local limit theoremsrenewal measurecompound multi-dimensional renewal processdeviation (rate) functionfirst (second) renewal processsecond deviation (rate) function

Mathematics Subject Classification ID

Large deviations (60F10) Renewal theory (60K05)

Cites Work

• Ruin probabilities
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• The second rate function and the asymptotic problems of renewal and hitting the boundary for multidimensional random walks
• Large deviation principles for the finite-dimensional distributions of compound renewal processes
• Asymptotic analysis of random walks. Rapidly decreasing distributions of increments
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• Probability theory. Edited by K. A. Borovkov. Transl. from the Russian by O. Borovkova and P. S. Ruzankin
• A Local Limit Theorem for Nonlattice Multi-Dimensional Distribution Functions
• Integro-local limit theorems for compound renewal processes
• Integro-local limit theorems for compound renewal processes under Cramér's condition. I
• 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. III

Cited In (17)

• Functional limit theorems for compound renewal processes
• Integro-local limit theorems for compound renewal processes under Cramér's condition. I
• Characterization of large deviation probabilities for regenerative sequences
• Large deviation principle for terminating multidimensional compound renewal processes with application to polymer pinning models
• Local theorems for arithmetic multidimensional compound renewal processes under Cramér's condition
• Large deviation principle for multidimensional first compound renewal processes in the phase space
• Принцип больших уклонений для конечномерных распределений многомерных обобщенных процессов восстановления
• Local theorems for (multidimensional) additive functionals of semi-Markov chains
• Local theorems for arithmetic compound renewal processes when Cramer's condition holds
• 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. III
• Integral theorems for the first passage time of an arbitrary boundary by a compound renewal process
• Large deviations for a terminating compound renewal process
• Integro-local limit theorems for compound renewal processes under Cramér's condition. II
• Local theorems for finite-dimensional increments of compound multidimensional arithmetic renewal processes with light tails
• Large deviations of generalized renewal process
• Integro-local limit theorems for compound renewal processes

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