Локальные теоремы для конечномерных приращений арифметических многомерных обобщенных процессов восстановления при выполнении условия Крамера

Translated title of the contribution: Local theorems for finite dimensional increments of compound multidimensional arithmetic renewal processes with light tails

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Abstract

We continue to study the compound renewal processes under the Cramer moment condition, which was started by A.A. Borovkov and A.A. Mogulskii (2013). In the present paper we study arithmetic multidimensional compound renewal process, for which the "controlling" random vector xi = (tau, zeta) (tau > 0 determines the distance between the jumps, zeta determines the value of jumps of the compound renewal process) has an arithmetic distribution with light tails. For these processes we propose wide conditions (close to necessary), under which we can find exact asymptotics in local limit theorems for finite - dimensional increments.
Translated title of the contributionLocal theorems for finite dimensional increments of compound multidimensional arithmetic renewal processes with light tails
Original languageRussian
Pages (from-to)1766-1786
Number of pages21
JournalСибирские электронные математические известия
Volume17
DOIs
Publication statusPublished - 2020

OECD FOS+WOS

  • 1.01 MATHEMATICS

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