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Zapiski Nauchnykh Seminarov POMI, 2007, Volume 351, Pages 259–283 (Mi znsl39)  

This article is cited in 3 scientific papers (total in 3 papers)

Limit theorems for increments of compound renewal processes

A. N. Frolov

Saint-Petersburg State University
Full-text PDF (272 kB) Citations (3)
References:
Abstract: We derive universal strong limit theorems for increments of compound renewal processes which unifies the strong law of large numbers, the Erdős–Rényi law, the Csörgő-Révész law and the law of the iterated logarithm for such processes. New results are obtained under various moment assumptions on distributions of random variables generating the process. In particular, it is investigated the case of distributions from domains of attraction of a normal law and completely asymmetric stable laws with index $\alpha\in(1,2)$.
Received: 11.11.2007
English version:
Journal of Mathematical Sciences (New York), 2008, Volume 152, Issue 6, Pages 944–957
DOI: https://doi.org/10.1007/s10958-008-9113-4
Bibliographic databases:
UDC: 519.2
Language: Russian
Citation: A. N. Frolov, “Limit theorems for increments of compound renewal processes”, Probability and statistics. Part 12, Zap. Nauchn. Sem. POMI, 351, POMI, St. Petersburg, 2007, 259–283; J. Math. Sci. (N. Y.), 152:6 (2008), 944–957
Citation in format AMSBIB
\Bibitem{Fro07}
\by A.~N.~Frolov
\paper Limit theorems for
increments of compound renewal processes
\inbook Probability and statistics. Part~12
\serial Zap. Nauchn. Sem. POMI
\yr 2007
\vol 351
\pages 259--283
\publ POMI
\publaddr St.~Petersburg
\mathnet{http://mi.mathnet.ru/znsl39}
\transl
\jour J. Math. Sci. (N. Y.)
\yr 2008
\vol 152
\issue 6
\pages 944--957
\crossref{https://doi.org/10.1007/s10958-008-9113-4}
\scopus{https://www.scopus.com/record/display.url?origin=inward&eid=2-s2.0-55049093866}
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  • https://www.mathnet.ru/eng/znsl/v351/p259
  • This publication is cited in the following 3 articles:
    Citing articles in Google Scholar: Russian citations, English citations
    Related articles in Google Scholar: Russian articles, English articles
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