Integro-local limit theorems for compound renewal processes

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Integro-local limit theorems for compound renewal processes. / Borovkov, A. A.

In: Theory of Probability and its Applications, Vol. 62, No. 2, 01.01.2018, p. 175-195.

Research output: Contribution to journal › Article › peer-review

Harvard

Borovkov, AA 2018, 'Integro-local limit theorems for compound renewal processes', Theory of Probability and its Applications, vol. 62, no. 2, pp. 175-195. https://doi.org/10.1137/S0040585X97T988551

APA

Borovkov, A. A. (2018). Integro-local limit theorems for compound renewal processes. Theory of Probability and its Applications, 62(2), 175-195. https://doi.org/10.1137/S0040585X97T988551

Vancouver

Borovkov AA. Integro-local limit theorems for compound renewal processes. Theory of Probability and its Applications. 2018 Jan 1;62(2):175-195. doi: 10.1137/S0040585X97T988551

Author

Borovkov, A. A. / Integro-local limit theorems for compound renewal processes. In: Theory of Probability and its Applications. 2018 ; Vol. 62, No. 2. pp. 175-195.

BibTeX

@article{cb275788bd7743f0997e6e38ff295e4e,

title = "Integro-local limit theorems for compound renewal processes",

abstract = "We obtain integro-local theorems (analogues of Stone{\textquoteright}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 = "Analogues of Stone{\textquoteright}s theorem, Compound renewal process, Integro-local theorem",

author = "Borovkov, {A. A.}",

note = "Publisher Copyright: {\textcopyright} 2018 Society for Industrial and Applied Mathematics.",

year = "2018",

month = jan,

day = "1",

doi = "10.1137/S0040585X97T988551",

language = "English",

volume = "62",

pages = "175--195",

journal = "Theory of Probability and its Applications",

issn = "0040-585X",

publisher = "SIAM PUBLICATIONS",

number = "2",

}

RIS

TY - JOUR

T1 - Integro-local limit theorems for compound renewal processes

AU - Borovkov, A. A.

PY - 2018/1/1

Y1 - 2018/1/1

N2 - 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.

AB - 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.

KW - Analogues of Stone’s theorem

KW - Compound renewal process

KW - Integro-local theorem

UR - http://www.scopus.com/inward/record.url?scp=85047150879&partnerID=8YFLogxK

U2 - 10.1137/S0040585X97T988551

DO - 10.1137/S0040585X97T988551

M3 - Article

AN - SCOPUS:85047150879

VL - 62

SP - 175

EP - 195

JO - Theory of Probability and its Applications

JF - Theory of Probability and its Applications

SN - 0040-585X

IS - 2

ER -

ID: 13488654