Local theorems for arithmetic compound renewal processes, when Cramer's condition holds
Probability
2018-11-16 v1
Abstract
We continue the study of the compound renewal processes (c.r.p.), where the moment Cramer's condition holds (see [1]-[10], where the study of c.r.p. was started). In the paper arithmetic c.r.p. Z(n) are studied. In such processes random vector {\xi} = ({\tau},{\zeta}) has the arithmetic distribution, where {\tau} > 0 defines the distance between jumps, {\zeta} defines the values of jumps. For this processes the fine asymptotics in the local limit theorem for probabilities P(Z(n) = x) has been obtained in Cramer's deviation region of x Z. In [6]-[10] the similar problem has been solved for non-lattice c.r.p., when the vector {\xi} = ({\tau},{\zeta}) has the non-lattice distribution.
Keywords
Cite
@article{arxiv.1811.06299,
title = {Local theorems for arithmetic compound renewal processes, when Cramer's condition holds},
author = {Anatolii Mogulskii},
journal= {arXiv preprint arXiv:1811.06299},
year = {2018}
}