Sibirskii Matematicheskii Zhurnal
RUS  ENG    JOURNALS   PEOPLE   ORGANISATIONS   CONFERENCES   SEMINARS   VIDEO LIBRARY   PACKAGE AMSBIB  
General information
Latest issue
Archive
Impact factor

Search papers
Search references

RSS
Latest issue
Current issues
Archive issues
What is RSS


Sibirsk. Mat. Zh.:
Year:
Volume:
Issue:
Page:
Find




Personal entry:
Login:
Password:
Save password
Enter
Forgotten password?
Register

Sibirskii Matematicheskii Zhurnal, 2019, Volume 60, Number 6, Pages 1229–1246
DOI: https://doi.org/10.33048/smzh.2019.60.604 (Mi smj3145) 		 
This article is cited in 1 scientific paper (total in 1 paper)

Integro-local theorems in boundary crossing problems for compound renewal processes

A. A. Borovkov

Sobolev Institute of Mathematics, Siberian Branch of the Russian Academy of Sciences, Novosibirsk
Full-text PDF (473 kB) Citations (1)
References:
PDF
HTML
DOI: https://doi.org/10.33048/smzh.2019.60.604
Abstract: We find sharp asymptotics for the probability that the moment when the trajectory of a compound renewal process crosses an arbitrary remote boundary lies in a prescribed small time interval. As a key step in our proof, we obtain limit theorems for the conditional distribution of jumps of the process when the endpoint of the trajectory of a compound renewal process is fixed.
Funding agency Grant number
Siberian Branch of Russian Academy of Sciences I.1.3 (проект № 0314-2016-0008)
Russian Foundation for Basic Research 18-01-00101_а
The author was partially supported by the Program of Basic Scientific Research of the Siberian Branch of the Russian Academy of Sciences (Program No. I.1.3, Project 0314-2016-0008) and the Russian Foundation for Basic Research (Grant 18—01—00101a).
Received: 27.08.2019
Revised: 26.09.2019
Accepted: 18.10.2019
English version:
Siberian Mathematical Journal, 2019, Volume 60, Issue 6, Pages 957–972
DOI: https://doi.org/10.1134/S0037446619060041
Bibliographic databases:
Document Type: Article
UDC: 519.21
Language: Russian
Citation: A. A. Borovkov, “Integro-local theorems in boundary crossing problems for compound renewal processes”, Sibirsk. Mat. Zh., 60:6 (2019), 1229–1246; Siberian Math. J., 60:6 (2019), 957–972
Citation in format AMSBIB
\Bibitem{Bor19}
\by A.~A.~Borovkov
\paper Integro-local theorems in boundary crossing problems for compound renewal processes
\jour Sibirsk. Mat. Zh.
\yr 2019
\vol 60
\issue 6
\pages 1229--1246
\mathnet{http://mi.mathnet.ru/smj3145}
\crossref{https://doi.org/10.33048/smzh.2019.60.604}
\elib{https://elibrary.ru/item.asp?id=43242515}
\transl
\jour Siberian Math. J.
\yr 2019
\vol 60
\issue 6
\pages 957--972
\crossref{https://doi.org/10.1134/S0037446619060041}
\isi{https://gateway.webofknowledge.com/gateway/Gateway.cgi?GWVersion=2&SrcApp=Publons&SrcAuth=Publons_CEL&DestLinkType=FullRecord&DestApp=WOS_CPL&KeyUT=000514796900004}
\scopus{https://www.scopus.com/record/display.url?origin=inward&eid=2-s2.0-85079698187}
Linking options:
  • https://www.mathnet.ru/eng/smj3145
  • https://www.mathnet.ru/eng/smj/v60/i6/p1229
    • This publication is cited in the following 1 articles:
    Citing articles in Google Scholar: Russian citations, English citations
    Related articles in Google Scholar: Russian articles, English articles
    		Сибирский математический журнал Siberian Mathematical Journal
    Statistics & downloads:
    Abstract page:319
    Full-text PDF :104
    References:18
    First page:4
     
      Contact us:
    		  Terms of Use  Registration to the website  Logotypes © Steklov Mathematical Institute RAS, 2024