Integro-Local Limit Theorems for Compound Renewal Processes

DOI10.1137/S0040585X97T988551zbMath1426.60110OpenAlexW2805034818MaRDI QIDQ5242510

Aleksandr A. Borovkov

Publication date: 12 November 2019

Published in: Theory of Probability & Its Applications (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1137/s0040585x97t988551

zbMATH Keywords

compound renewal processintegro-local theoremanalogues of Stone's theorem

Mathematics Subject Classification ID

Large deviations (60F10) Functional limit theorems; invariance principles (60F17) Renewal theory (60K05)

Related Items (4)

Integro-local theorems for multidimensional compound renewal processes, when Cramer's condition holds. I ⋮ Integro-local limit theorems for compound renewal processes under Cramér's condition. I ⋮ Large deviations of generalized renewal process ⋮ Sharp asymptotics for the Laplace transform of the compound renewal process and related problems

Cites Work

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• Probability theory. Edited by K. A. Borovkov. Transl. from the Russian by O. Borovkova and P. S. Ruzankin
• Asymptotic Analysis of Random Walks
• Generalization and Refinement of the Integro-Local Stone Theorem for Sums of Random Vectors
• Integral theorems for the first passage time of an arbitrary boundary by a compound renewal process

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