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Teoriya Veroyatnostei i ee Primeneniya, 2017, Volume 62, Issue 2, Pages 217–240
DOI: https://doi.org/10.4213/tvp5116 (Mi tvp5116) 		 
This article is cited in 12 scientific papers (total in 12 papers)

Integro-local limit theorems for compound renewal processes

A. A. Borovkov

Sobolev Institute of Mathematics, Siberian Branch of the Russian Academy of Sciences, Novosibirsk
Full-text PDF (465 kB) Citations (12)
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DOI: https://doi.org/10.4213/tvp5116
Abstract: We obtain integro-local theorems (analogues of Stone's theorem) for compound renewal processes when at least one of the following two conditions is met: (a) the components of the jumps in the process are independent or are linearly dependent, or (b) the jumps have finite moments of an order higher than 2. In case (b) we obtain an upper bound for the remainder term.
Keywords: compound renewal process, integro-local theorem, analogues of Stone's theorem.
Funding agency Grant number
Russian Foundation for Basic Research 14-01-00220
This work was supported by Russian Foundation of Basic Research grant 14-01-00220.
Received: 15.01.2016
Revised: 18.08.2016
Accepted: 20.10.2016
English version:
Theory of Probability and its Applications, 2018, Volume 62, Issue 2, Pages 175–195
DOI: https://doi.org/10.1137/S0040585X97T988551
Bibliographic databases:
Document Type: Article
Language: Russian
Citation: A. A. Borovkov, “Integro-local limit theorems for compound renewal processes”, Teor. Veroyatnost. i Primenen., 62:2 (2017), 217–240; Theory Probab. Appl., 62:2 (2018), 175–195
Citation in format AMSBIB
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    • This publication is cited in the following 12 articles:
    Citing articles in Google Scholar: Russian citations, English citations
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    		Теория вероятностей и ее применения Theory of Probability and its Applications
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