Integro-local theorems for multidimensional compound renewal processes, when Cramer's condition holds. III

zbMath1395.60104MaRDI QIDQ1669913

Anatoliĭ Alfredovich Mogul'skiĭ, Evgeniĭ Igor'evich Prokopenko

Publication date: 4 September 2018

Published in: Sibirskie Èlektronnye Matematicheskie Izvestiya (Search for Journal in Brave)

zbMATH Keywords

large deviationsCramer's conditionintegro-local limit theoremsrenewal measurecompound multi-dimensional renewal processdeviation (rate) functionsecond deviation (rate) functionsecond renewal process

Mathematics Subject Classification ID

Large deviations (60F10) Renewal theory (60K05)

Related Items (11)

Characterization of large deviation probabilities for regenerative sequences ⋮ Local theorems for arithmetic compound renewal processes when Cramer's condition holds ⋮ Integro-local theorems for multidimensional compound renewal processes, when Cramer's condition holds. I ⋮ Integro-local theorems for multidimensional compound renewal processes, when Cramer's condition holds. II ⋮ Локальные теоремы для арифметических многомерных обобщенных процессов восстановления при выполнении условия Крамера ⋮ Large deviations of generalized renewal process ⋮ Local theorems for finite-dimensional increments of compound multidimensional arithmetic renewal processes with light tails ⋮ Local theorems for (multidimensional) additive functionals of semi-Markov chains ⋮ Large deviation principle for multidimensional first compound renewal processes in the phase space ⋮ Large Deviations for a Terminating Compound Renewal Process ⋮ Принцип больших уклонений для конечномерных распределений многомерных обобщенных процессов восстановления

Cites Work

• Integro-local theorems for multidimensional compound renewal processes, when Cramer's condition holds. I
• Integro-local theorems for multidimensional compound renewal processes, when Cramer's condition holds. II
• Integro-local limit theorems for compound renewal processes under Cramér's condition. I

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