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JOURNALS // Sibirskie Èlektronnye Matematicheskie Izvestiya [Siberian Electronic Mathematical Reports] // Archive

Sib. Èlektron. Mat. Izv., 2020 Volume 17, Pages 1766–1786 (Mi semr1314)

This article is cited in 3 papers

Probability theory and mathematical statistics

Local theorems for finite – dimensional increments of compound multidimensional arithmetic renewal processes with light tails

A. V. Logachovabcd, A. A. Mogulskiiab

a Lab. of Probability Theory and Math. Statistics, Sobolev Institute of Mathematics, 4, Koptyuga ave., Novosibirsk, 630090, Russia
b Novosibirsk State University, 1, Pirogova str., Novosibirsk, 630090, Russia
c Dep. of High Math., Siberian State University of Geosystems and Technologies, 10, Plahotnogo str., Novosibirsk, 630108, Russia
d Novosibirsk State University of Economics and Management, 56, Kamenskaya str., Novosibirsk, 630099, Russia

Abstract: 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.

UDC: 519.21

MSC: 60K05, 60F10

Received April 9, 2020, published October 26, 2020

DOI: 10.33048/semi.2020.17.120



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