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Matematicheskie Trudy, 2019, Volume 22, Number 2, Pages 106–133
DOI: https://doi.org/10.33048/mattrudy.2019.22.207
(Mi mt360)
 

This article is cited in 9 scientific papers (total in 9 papers)

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

A. A. Mogul'skiĭa, E. I. Prokopenkob

a Sobolev Institute of Mathematics, Novosibirsk, 630090 Russia
b Novosibirsk State University, Novosibirsk, 630090 Russia
Full-text PDF (308 kB) Citations (9)
References:
Abstract: We continue the study of compound renewal processes (c.r.p.) under Cramér's moment condition initiated in [2–10, 12–16]. We examine two types of arithmetic multidimensional c.r.p. $\mathbf{Z}(n)$ and $\mathbf{Y}(n)$, for which the random vector $\mathbf{\xi}=(\tau,\mathbf{\zeta})$ controlling these processes ($\tau>0$ defines the distance between jumps, $\mathbf{\zeta}$ defines the value of jumps of the c.r.p.) has an arithmetic distribution and satisfies Cramér's moment condition. For these processes, we find the exact asymptotics in the local limit theorems for the probabilities
$$ \mathbb{P}(\mathbf{Z}(n)=\mathbf{x}),\quad \mathbb{P}(\mathbf{Y}(n)=\mathbf{x}) $$
in the Cramér zone of deviations for $\mathbf{x}\in\mathbb{Z}^d$ (in [9, 10, 13–15], the analogous problem was solved for nonlattice c.r.p., where the vector $\mathbf{\xi}=(\tau,\mathbf{\zeta})$ has a nonlattice distribution).
Key words: compound renewal process, Cramér's condition, arithmetic distribution, renewal function, deviations function, large deviations, moderate large deviations, local limit theorem.
Funding agency Grant number
Russian Science Foundation 18-11-00129
The work was supported by the Russian Science Foundation (project 18-11-00129).
Received: 04.02.2019
Revised: 08.05.2019
Accepted: 10.06.2019
English version:
Siberian Advances in Mathematics, 2020, Volume 30, Issue 4, Pages 284–302
DOI: https://doi.org/10.1134/S1055134420040033
Bibliographic databases:
Document Type: Article
UDC: 519.214
Language: Russian
Citation: A. A. Mogul'skiǐ, E. I. Prokopenko, “Local theorems for arithmetic multidimensional compound renewal processes under Cramér's condition”, Mat. Tr., 22:2 (2019), 106–133; Siberian Adv. Math., 30:4 (2020), 284–302
Citation in format AMSBIB
\Bibitem{MogPro19}
\by A.~A.~Mogul'ski{\v\i}, E.~I.~Prokopenko
\paper Local theorems for arithmetic multidimensional compound renewal processes under Cram{\'e}r's condition
\jour Mat. Tr.
\yr 2019
\vol 22
\issue 2
\pages 106--133
\mathnet{http://mi.mathnet.ru/mt360}
\crossref{https://doi.org/10.33048/mattrudy.2019.22.207}
\transl
\jour Siberian Adv. Math.
\yr 2020
\vol 30
\issue 4
\pages 284--302
\crossref{https://doi.org/10.1134/S1055134420040033}
\scopus{https://www.scopus.com/record/display.url?origin=inward&eid=2-s2.0-85095950703}
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  • This publication is cited in the following 9 articles:
    Citing articles in Google Scholar: Russian citations, English citations
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    Математические труды Siberian Advances in Mathematics
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    Full-text PDF :170
    References:38
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