Integro-local limit theorems for compound renewal processes

A. A. Borovkov

Research output: Contribution to journalArticlepeer-review

3 Citations (Scopus)

Abstract

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.

Original languageEnglish
Pages (from-to)175-195
Number of pages21
JournalTheory of Probability and its Applications
Volume62
Issue number2
DOIs
Publication statusPublished - 1 Jan 2018

Keywords

  • Analogues of Stone’s theorem
  • Compound renewal process
  • Integro-local theorem

Fingerprint Dive into the research topics of 'Integro-local limit theorems for compound renewal processes'. Together they form a unique fingerprint.

Cite this