Local theorems for arithmetic compound renewal processes when Cramer's condition holds
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Publication:2633585
Abstract: We continue the study of the compound renewal processes (c.r.p.), where the moment Cramer's condition holds (see [1]-[10], where the study of c.r.p. was started). In the paper arithmetic c.r.p. Z(n) are studied. In such processes random vector {xi} = ({ au},{zeta}) has the arithmetic distribution, where { au} > 0 defines the distance between jumps, {zeta} defines the values of jumps. For this processes the fine asymptotics in the local limit theorem for probabilities P(Z(n) = x) has been obtained in Cramer's deviation region of x Z. In [6]-[10] the similar problem has been solved for non-lattice c.r.p., when the vector {xi} = ({ au},{zeta}) has the non-lattice distribution.
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Cites work
- Asymptotic analysis of random walks. Rapidly decreasing distributions of increments
- Chebyshev-type exponential inequalities for sums of random vectors and for trajectories of random walks
- scientific article; zbMATH DE number 3269506 (Why is no real title available?)
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- Large deviation principles for the finite-dimensional distributions of compound renewal processes
- Large deviation principles for trajectories of compound renewal processes. I
- Large deviation principles for trajectories of compound renewal processes. II
- Large deviation principles in boundary problems for compound renewal processes
- Ruin probabilities
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Cited in
(11)- Local theorems for (multidimensional) additive functionals of semi-Markov chains
- Large deviation principles for the processes admitting embedded compound renewal processes
- Characterization of large deviation probabilities for regenerative sequences
- Local theorems for finite-dimensional increments of compound multidimensional arithmetic renewal processes with light tails
- Limit theorems for chains with unbounded variable length memory which satisfy Cramer condition
- Large deviations for a terminating compound renewal process
- Compound renewal processes
- Local theorems for arithmetic multidimensional compound renewal processes under Cramér's condition
- On large deviations of the moment of attaining far level by the random walk in a random environment
- On local probabilities for random walks in cookie-excited random environments
- Sharp asymptotics for the Laplace transform of the compound renewal process and related problems
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