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Sibirskie Èlektronnye Matematicheskie Izvestiya [Siberian Electronic Mathematical Reports], 2019, Volume 16, Pages 21–41
DOI: https://doi.org/10.33048/semi.2019.16.002
(Mi semr1051)
 

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
References:
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.
Funding agency Grant number
Russian Science Foundation 18-11-00129
Received July 10, 2018, published January 24, 2019
Bibliographic databases:
Document Type: Article
UDC: 519.21
MSC: 60K05, 60F10
Language: Russian
Citation: A. A. Mogulskii, “Local theorems for arithmetic compound renewal processes when Cramer's condition holds”, Sib. Èlektron. Mat. Izv., 16 (2019), 21–41
Citation in format AMSBIB
\Bibitem{Mog19}
\by A.~A.~Mogulskii
\paper Local theorems for arithmetic compound renewal processes when Cramer's condition holds
\jour Sib. \`Elektron. Mat. Izv.
\yr 2019
\vol 16
\pages 21--41
\mathnet{http://mi.mathnet.ru/semr1051}
\crossref{https://doi.org/10.33048/semi.2019.16.002}
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  • This publication is cited in the following 11 articles:
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