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 |
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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. |
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ISSN: | 2331-8422 |