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Integro-local theorems for multidimensional compound renewal processes, when Cramer's condition holds. I. / Mogulskii, Anatolii Alfredovich; Prokopenko, Evgenii Igorevich.

In: Сибирские электронные математические известия, Vol. 15, 01.01.2018, p. 475-502.

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

Harvard

Mogulskii, AA & Prokopenko, EI 2018, 'Integro-local theorems for multidimensional compound renewal processes, when Cramer's condition holds. I', Сибирские электронные математические известия, vol. 15, pp. 475-502. https://doi.org/10.17377/semi.2018.15.041

APA

Mogulskii, A. A., & Prokopenko, E. I. (2018). Integro-local theorems for multidimensional compound renewal processes, when Cramer's condition holds. I. Сибирские электронные математические известия, 15, 475-502. https://doi.org/10.17377/semi.2018.15.041

Vancouver

Mogulskii AA, Prokopenko EI. Integro-local theorems for multidimensional compound renewal processes, when Cramer's condition holds. I. Сибирские электронные математические известия. 2018 Jan 1;15:475-502. doi: 10.17377/semi.2018.15.041

Author

Mogulskii, Anatolii Alfredovich ; Prokopenko, Evgenii Igorevich. / Integro-local theorems for multidimensional compound renewal processes, when Cramer's condition holds. I. In: Сибирские электронные математические известия. 2018 ; Vol. 15. pp. 475-502.

BibTeX

@article{243547193d2146a3bdf0cebca0ce9d6d,
title = "Integro-local theorems for multidimensional compound renewal processes, when Cramer's condition holds. I",
abstract = "In the work, which consists of 4 papers (the article and [15]-[17]), we obtain integro-local limit theorems in the phase space for multidimensional compound renewal processes, when Cramer's condition holds. In the part I (the article) we consider the so-called first renewal process Z(t) in a regular region, which is an of analog Cramer's deviation region for random walk. The regular region includes normal and moderate deviations.",
keywords = "Compound multidimensional renewal process, Cramer's condition, Deviation (rate) function, First (second) renewal process, Integro-local limit theorems, Large deviations, Renewal measure, Second deviation (rate) function, compound multidimensional renewal process, first (second) renewal process, large deviations, integro-local limit theorems, renewal measure, Cramer's condition, deviation (rate) function, second deviation (rate) function",
author = "Mogulskii, {Anatolii Alfredovich} and Prokopenko, {Evgenii Igorevich}",
year = "2018",
month = jan,
day = "1",
doi = "10.17377/semi.2018.15.041",
language = "English",
volume = "15",
pages = "475--502",
journal = "Сибирские электронные математические известия",
issn = "1813-3304",
publisher = "Sobolev Institute of Mathematics",

}

RIS

TY - JOUR

T1 - Integro-local theorems for multidimensional compound renewal processes, when Cramer's condition holds. I

AU - Mogulskii, Anatolii Alfredovich

AU - Prokopenko, Evgenii Igorevich

PY - 2018/1/1

Y1 - 2018/1/1

N2 - In the work, which consists of 4 papers (the article and [15]-[17]), we obtain integro-local limit theorems in the phase space for multidimensional compound renewal processes, when Cramer's condition holds. In the part I (the article) we consider the so-called first renewal process Z(t) in a regular region, which is an of analog Cramer's deviation region for random walk. The regular region includes normal and moderate deviations.

AB - In the work, which consists of 4 papers (the article and [15]-[17]), we obtain integro-local limit theorems in the phase space for multidimensional compound renewal processes, when Cramer's condition holds. In the part I (the article) we consider the so-called first renewal process Z(t) in a regular region, which is an of analog Cramer's deviation region for random walk. The regular region includes normal and moderate deviations.

KW - Compound multidimensional renewal process

KW - Cramer's condition

KW - Deviation (rate) function

KW - First (second) renewal process

KW - Integro-local limit theorems

KW - Large deviations

KW - Renewal measure

KW - Second deviation (rate) function

KW - compound multidimensional renewal process

KW - first (second) renewal process

KW - large deviations

KW - integro-local limit theorems

KW - renewal measure

KW - Cramer's condition

KW - deviation (rate) function

KW - second deviation (rate) function

UR - http://www.scopus.com/inward/record.url?scp=85067282406&partnerID=8YFLogxK

UR - https://www.elibrary.ru/item.asp?id=36998755

U2 - 10.17377/semi.2018.15.041

DO - 10.17377/semi.2018.15.041

M3 - Article

AN - SCOPUS:85067282406

VL - 15

SP - 475

EP - 502

JO - Сибирские электронные математические известия

JF - Сибирские электронные математические известия

SN - 1813-3304

ER -

ID: 20633929