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Integro-local limit theorems for compound renewal processes. / Borovkov, A. A.
в: Theory of Probability and its Applications, Том 62, № 2, 01.01.2018, стр. 175-195.Результаты исследований: Научные публикации в периодических изданиях › статья › Рецензирование
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TY - JOUR
T1 - Integro-local limit theorems for compound renewal processes
AU - Borovkov, A. A.
N1 - Publisher Copyright: © 2018 Society for Industrial and Applied Mathematics.
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