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

zbMATH Open1395.60103MaRDI QIDQ1669912FDOQ1669912

Anatoli Mogulskii, Evgeniĭ Igor'evich Prokopenko

Publication date: 4 September 2018

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

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

zbMATH Keywords

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

Mathematics Subject Classification ID

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

Cites Work

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

Cited In (10)

• Characterization of large deviation probabilities for regenerative sequences
• Large Deviations for a Terminating Compound Renewal Process
• 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
• 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
• Local theorems for finite-dimensional increments of compound multidimensional arithmetic renewal processes with light tails
• Large deviations of generalized renewal process
• Локальные теоремы для арифметических многомерных обобщенных процессов восстановления при выполнении условия Крамера

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