Voir la notice de l'article provenant de la source Math-Net.Ru
@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/} }
TY - JOUR AU - A. V. Logachov AU - A. A. Mogulskii TI - Local theorems for finite -- dimensional increments of compound multidimensional arithmetic renewal processes with light tails JO - Sibirskie èlektronnye matematičeskie izvestiâ PY - 2020 SP - 1766 EP - 1786 VL - 17 PB - mathdoc UR - http://geodesic.mathdoc.fr/item/SEMR_2020_17_a51/ LA - ru ID - SEMR_2020_17_a51 ER -
%0 Journal Article %A A. V. Logachov %A A. A. Mogulskii %T Local theorems for finite -- dimensional increments of compound multidimensional arithmetic renewal processes with light tails %J Sibirskie èlektronnye matematičeskie izvestiâ %D 2020 %P 1766-1786 %V 17 %I mathdoc %U http://geodesic.mathdoc.fr/item/SEMR_2020_17_a51/ %G ru %F SEMR_2020_17_a51
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/
[1] A.A. Borovkov, Asymptotic analysis of random walks. Rapidly decreasing distributions of increments, Fizmatlit, M., 2013 | Zbl
[2] A.A. Borovkov, “Large deviation principles in boundary problems for compound renewal processes”, Sib. Math. J., 57:3 (2016), 442–469 | DOI | MR | Zbl
[3] A.A. Borovkov, A.A. Mogulskii, “Large deviation principles for the finite-dimensional distributions of compound renewal processes”, Sib. Math. J., 56:1 (2015), 28–53 | DOI | MR | Zbl
[4] A.A. Borovkov, A.A. Mogulskii, “Large deviation principles for trajectories of compound renewal processes. I”, Theory Probab. Appl., 60:2 (2016), 207–224 | DOI | MR | Zbl
[5] A.A. Borovkov, A.A. Mogulskii, “Large deviation principles for trajectories of compound renewal processes. II”, Theory Probab. Appl., 60:3 (2016), 349–366 | DOI | MR | Zbl
[6] A.A. Borovkov, A.A. Mogulskii, “The second rate function and the asymptotic problems of renewal and hitting the boundary for multidimensional random walks”, Sib. Math. J., 37:4 (1996), 647–682 | DOI | MR | Zbl
[7] A.A. Borovkov, A.A. Mogulskii, “Chebyshev-type exponential inequalities for sums of random vectors and for trajectories of random walks”, Theory Probab. Appl., 56:1 (2011), 21–43 | MR | Zbl
[8] A.A. Borovkov, A.A. Mogulskii, “Integro-local limit theorems for compound renewal processes under Cramer's condition. I”, Sib. Math. J., 59:3 (2018), 383–402 | DOI | MR | Zbl
[9] A.A. Borovkov, A.A. Mogulskii, “Integro-local limit theorems for compound renewal processes under Cramer's condition. II”, Sib. Math. J., 59:4 (2018), 578–597 | DOI | MR | Zbl
[10] A.A. Borovkov, A.A. Mogulskii, E.I. Prokopenko, “Properties of the deviation rate function and the asymptotics for the Laplace transform of the distribution of a compound renewal process”, Theory Probab. Appl., 64:4 (2019), 499–512 | DOI | MR | Zbl
[11] D.R. Cox, Renewal Theory, Methuen, London etc, 1962 | MR | Zbl
[12] A.A. Mogulskii, “Local theorems for arithmetic compound renewal processes when Cramer's condition holds”, Sib. Electron. Math. Izv., 16 (2019), 21–41 | DOI | MR | Zbl
[13] A.A. Mogulskii, E.I. Prokopenko, “The rate function and the fundamental function for multidimensional compound renewal process”, Sib. Electron. Math. Izv., 16 (2019), 1449–1463 | DOI | MR | Zbl
[14] A.A. Mogulskii, E.I. Prokopenko, “Integro-local theorems for multidimensional compound renewal processes, when Cramer's condition holds. I”, Sib. Electron. Math. Izv., 15 (2018), 475–502 | MR | Zbl
[15] A.A. Mogulskii, E.I. Prokopenko, “Integro-local theorems for multidimensional compound renewal processes, when Cramer's condition holds. II”, Sib. Electron. Math. Izv., 15 (2018), 503–527 | MR | Zbl
[16] A.A. Mogulskii, E.I. Prokopenko, “Integro-local theorems for multidimensional compound renewal processes, when Cramer's condition holds. III”, Sib. Electron. Math. Izv., 15 (2018), 528–553 | MR | Zbl
[17] A.A. Mogulskii, E.I. Prokopenko, “Local theorems for arithmetic multidimensional compound renewal processes”, Matematicheskie trudy, 22:2 (2019), 106–133 | MR
[18] S. Asmussen, H. Albrecher, Ruin Probabilities, Advanced Series on Statistical Science Applied Probability, 14, 2nd ed., Word Scientifics, Hackensack, 2010 | DOI | MR | Zbl
[19] M. Kotulski, “Asymptotic distributions of continuous-time random walks: A probabilistic approch”, J. Stat. Phis., 81:3–4 (1995), 777–792 | DOI | Zbl
[20] A.A. Mogulskii, E.I. Prokopenko, “Large deviation principle for multidimensional first compound renewal processes in the phase space”, Sib. Electron. Math. Izv., 16 (2019), 1464–1477 | DOI | MR | Zbl
[21] A.A. Mogulskii, E.I. Prokopenko, “Large deviation principle for multidimensional second compound renewal processes in the phase space”, Sib. Electron. Math. Izv., 16 (2019), 1478–1492 | DOI | MR | Zbl
[22] M. Zamparo, Large Deviations in Discrete-Time Renewal Theory, 2019, arXiv: 1903.03537
[23] R. Lefevre, M. Mariani, L. Zambotti, “Large deviations for renewal processes”, Stochastic Processes Appl., 121:10 (2011), 2243–2271 | DOI | MR | Zbl
[24] B. Tsirelson, “From uniform renewal theorem to uniform large and moderate deviations for renewal-reward processes”, Electron. Commun. Probab., 18 (2013), 52 | MR | Zbl
[25] A.A. Mogulskii, E.I. Prokopenko, “Large deviation principles for the finite-dimensional distributions of multidimensional compound renewal processes”, Matematicheskie trudy, 23:2 (2020), 1–29 | MR
[26] A. Jurlewicz, M.M. Meerschaert, H.-P. Scheffler, “Cluster continuous time random walks”, Stud. Math., 205:1 (2011), 13–30 | DOI | MR | Zbl
[27] B.V. Gnedenko, Y.K. Belyaev, A.D. Solov'ev, Matematicheskie metody v teorii nadezhnosti, Nauka, M., 1965 | Zbl
[28] F. Slanina, Essentials of econophysics modelling, Oxford University Press, Oxford, 2013 | MR | Zbl
[29] M. Zamparo, “Large deviations in renewal models of statistical mechanics”, J. Phys. A: Math. Theor., 52 (2019), 495004 | MR