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Sibirskii Matematicheskii Zhurnal, 2018, Volume 59, Number 4, Pages 736–758
DOI: https://doi.org/10.17377/smzh.2018.59.402 (Mi smj3007) 		 
This article is cited in 14 scientific papers (total in 14 papers)

Integro-local limit theorems for compound renewal processes under Cramér's condition. II

A. A. Borovkov, A. A. Mogulskii

Sobolev Institute of Mathematics, Novosibirsk, Russia
Full-text PDF (363 kB) Citations (14)
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DOI: https://doi.org/10.17377/smzh.2018.59.402
Abstract: We prove the statements that are formulated in the first part of this paper. As an auxiliary proposition, we establish an integro-local theorem for the renewal measure of a two-dimensional random walk.
Keywords: compound renewal process, large deviations, integro-local theorem, renewal measure, Cramér's condition, deviation function, second deviation function.
Funding agency Grant number
Russian Foundation for Basic Research 18-01-00101
The authors were partially supported by the Russian Foundation for Basic Research (Grant 18-01-00101).
Received: 11.12.2017
English version:
Siberian Mathematical Journal, 2018, Volume 59, Issue 4, Pages 578–597
DOI: https://doi.org/10.1134/S003744661804002X
Bibliographic databases:
Document Type: Article
UDC: 519.21
MSC: 35R30
Language: Russian
Citation: A. A. Borovkov, A. A. Mogulskii, “Integro-local limit theorems for compound renewal processes under Cramér's condition. II”, Sibirsk. Mat. Zh., 59:4 (2018), 736–758; Siberian Math. J., 59:4 (2018), 578–597
Citation in format AMSBIB
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    This publication is cited in the following 14 articles:
    Citing articles in Google Scholar: Russian citations, English citations
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    		Сибирский математический журнал Siberian Mathematical Journal
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