Geodesic
Local theorems for finite -- dimensional increments of compound multidimensional arithmetic renewal processes with light tails
Sibirskie èlektronnye matematičeskie izvestiâ, Tome 17 (2020), pp. 1766-1786

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We continue to study the compound renewal processes under the Cramèr 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 "control – ling" 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.
Keywords: compound multidimensional arithmetic renewal process, large deviations, moderate deviations, renewal measure, Cramer’s condition, rate function, local theorems for finite – dimensional increments. 
@article{SEMR_2020_17_a51,
     author = {A. V. Logachov and A. A. Mogulskii},
     title = {Local theorems for finite -- dimensional increments of compound multidimensional arithmetic renewal processes with light tails},
     journal = {Sibirskie \`elektronnye matemati\v{c}eskie izvesti\^a},
     pages = {1766--1786},
     publisher = {mathdoc},
     volume = {17},
     year = {2020},
     language = {ru},
     url = {http://geodesic.mathdoc.fr/item/SEMR_2020_17_a51/}
}
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A. V. Logachov; A. A. Mogulskii. Local theorems for finite -- dimensional increments of compound multidimensional arithmetic renewal processes with light tails. Sibirskie èlektronnye matematičeskie izvestiâ, Tome 17 (2020), pp. 1766-1786. http://geodesic.mathdoc.fr/item/SEMR_2020_17_a51/