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This article is cited in 11 scientific papers (total in 11 papers)
Probability theory and mathematical statistics
Local theorems for arithmetic compound renewal processes when Cramer's condition holds
A. A. Mogulskiiab a Novosibirsk State University,
1, Pirogova str.,
Novosibirsk, 630090, Russia
b Sobolev Institute of Mathematics,
4, pr. Koptyuga,
630090, Novosibirsk, Russia
Abstract:
We continue the study of the compound reneal 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 $\xi = (\tau,\zeta)$ has the arithmetic distribution, where $\tau >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 $\mathbf{P}(Z(n)=x)$ has been obtained in Cramer's deviation region of $x\in \mathbb{Z}$. In [6]–[10] the similar problem has benn solved for non-lattice c.r.p., when the vector $\xi=(\tau,\zeta)$ has the non-lattice distribution.
Keywords:
обобщенный процесс восстановления, арифметический обобщенный процесс восстановления, функция (мера) восстановления, моментное условие Крамера; функция уклонений, вторая функция уклонений, большие уклонения; умеренные уклонения, локальная предельная теорема.
Received July 10, 2018, published January 24, 2019
Citation:
A. A. Mogulskii, “Local theorems for arithmetic compound renewal processes when Cramer's condition holds”, Sib. Èlektron. Mat. Izv., 16 (2019), 21–41
Linking options:
https://www.mathnet.ru/eng/semr1051 https://www.mathnet.ru/eng/semr/v16/p21
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