Geodesic
Integro-local theorems for multidimensional compound renewal processes, when Cramer's condition holds. II
Sibirskie èlektronnye matematičeskie izvestiâ, Tome 15 (2018), pp. 503-527 Cet article a éte moissonné depuis la source Math-Net.Ru

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In the work, which consists of 4 papers (the article and [1]–[3]), we obtain integro-local limit theorems in the phase space for multidimensional compound renewal processes, when Cramer's condition holds. In the part II (the article) we consider the so-called first renewal process $\mathbf{Z}(t)$ in an irregular region.
Keywords: compound multidimensional renewal process, first renewal process, large deviations, integro-local limit theorems, renewal measure, Cramer's condition, deviation (rate) function, second deviation (rate) function. 
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     title = {Integro-local theorems for multidimensional compound renewal processes, when {Cramer's} condition {holds.~II}},
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A. A. Mogulskii; E. I. Prokopenko. Integro-local theorems for multidimensional compound renewal processes, when Cramer's condition holds. II. Sibirskie èlektronnye matematičeskie izvestiâ, Tome 15 (2018), pp. 503-527. http://geodesic.mathdoc.fr/item/SEMR_2018_15_a36/

[1] A.A. Mogulskii, E.I. Prokopenko, “Integro-local theorems for multidimensional compound renewal processes, when Cramer's condition holds. I”, Siberian Electronic Mathematical Reports, 15 (2018), 475–502

[2] A.A. Mogulskii, E.I. Prokopenko, “Integro-local theorems for multidimensional compound renewal processes, when Cramer's condition holds. III”, Siberian Electronic Mathematical Reports, 15 (2018), 528–553

[3] A.A. Mogulskii, E.I. Prokopenko, “Integro-local theorems for multidimensional compound renewal processes, when Cramer's condition holds. IV Siberian Electronic”, Mathematical Reports (to appear)

[4] A.A. Mogulskii, E.I. Prokopenko, “Large deviation principle for multidimensional first compound renewal processes in phase space”, Siberian Electronic Mathematical Reports (to appear)

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