Интегро-локальные теоремы для многомерных обобщенных процессов восстановления при моментном условии Крамера. I

In the work, which consists of 4 papers (the article and [15]–[17]), we obtain integro-local limit theorems in the phase space for multidimensional compound renewal processes, when Cramer's condition holds.
In the part I (the article) we consider the so-called first renewal process $\mathbf{Z}(t)$ in a regular region, which is an of analog Cramer's deviation region for random walk. The regular region includes normal and moderate deviations.