Local theorems for arithmetic compound renewal processes, when Cramer's condition holds

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 distrib...

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Veröffentlicht in:arXiv.org 2018-11
1. Verfasser: Mogulskii, Anatolii
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Sprache:eng
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Zusammenfassung: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 \(\in\) 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.
ISSN:2331-8422