Sharp asymptotics for the Laplace transform of the compound renewal process and related problems

DOI10.33048/semi.2020.17.060zbMath1445.60066OpenAlexW3115371760MaRDI QIDQ779139

Aleksandr A. Borovkov

Publication date: 21 July 2020

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

Full work available at URL: https://doi.org/10.33048/semi.2020.17.060

zbMATH Keywords

Laplace transformcompound renewal processasymptotics of momentssharp asymptoticsdistribution of maximum of process

Mathematics Subject Classification ID

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

Cites Work

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• Integro-local limit theorems for compound renewal processes under Cramér's condition. II
• Large deviation principles for the finite-dimensional distributions of compound renewal processes
• Integro-Local Limit Theorems for Compound Renewal Processes

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