Local theorems for finite-dimensional increments of compound multidimensional arithmetic renewal processes with light tails
From MaRDI portal
Publication:2212717
DOI10.33048/semi.2020.17.120zbMath1454.60137OpenAlexW3117673092MaRDI QIDQ2212717
Artem Vasilhevich Logachov, Anatoliĭ Alfredovich Mogul'skiĭ
Publication date: 24 November 2020
Published in: Sibirskie Èlektronnye Matematicheskie Izvestiya (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.33048/semi.2020.17.120
large deviationsrate functionmoderate deviationsCramer's conditionrenewal measurecompound multidimensional arithmetic renewal processlocal theorems for finite dimensional increments
Related Items (2)
Large deviation principle for terminating multidimensional compound renewal processes with application to polymer pinning models ⋮ Large deviation principles for the processes admitting embedded compound renewal processes
Cites Work
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Large deviation principles in boundary problems for compound renewal processes
- From uniform renewal theorem to uniform large and moderate deviations for renewal-reward processes
- The second rate function and the asymptotic problems of renewal and hitting the boundary for multidimensional random walks
- Integro-local limit theorems for compound renewal processes under Cramér's condition. II
- Integro-local theorems for multidimensional compound renewal processes, when Cramer's condition holds. II
- Integro-local theorems for multidimensional compound renewal processes, when Cramer's condition holds. III
- Integro-local limit theorems for compound renewal processes under Cramér's condition. I
- The rate function and the fundamental function for multidimensional compound renewal process
- Large deviation principle for multidimensional first compound renewal processes in the phase space
- Large deviation principle for multidimensional second compound renewal processes in the phase space
- Local theorems for arithmetic compound renewal processes when Cramer's condition holds
- Large Deviation Principles for Trajectories of Compound Renewal Processes. I
- Essentials of Econophysics Modelling
- Chebyshev-Type Exponential Inequalities for Sums of Random Vectors and for Trajectories of Random Walks
- Cluster continuous time random walks
- Properties of the Deviation Rate Function and the Asymptotics for the Laplace Transform of the Distribution of a Compound Renewal Process
- Large deviations for renewal processes
This page was built for publication: Local theorems for finite-dimensional increments of compound multidimensional arithmetic renewal processes with light tails
