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

MaRDI QIDQ1669912zbMATH OpenFDO

Authors Anatoli Mogulskii, Evgeniĭ Igor'evich Prokopenko

Publication date 4 September 2018

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

zbMATH Keywords

compound multi-dimensional renewal processCramer's conditiondeviation (rate) functionfirst renewal processintegro-local limit theoremslarge deviationsrenewal measuresecond deviation (rate) function

Mathematics Subject Classification ID

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

Recommendations

• 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
• 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

Cites work

• From uniform renewal theorem to uniform large and moderate deviations for renewal-reward 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. I
• Integro-local theorems for multidimensional compound renewal processes, when Cramer's condition holds. III
• Large deviations for renewal processes

Cited in

(14)

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

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