Abstract:
We continue the study of compound renewal processes (c.r.p.) under Cramér's moment condition initiated in [2–10, 12–16]. We examine two types of arithmetic multidimensional c.r.p. Z(n)Z(n) and Y(n)Y(n), for which the random vector ξ=(τ,ζ)ξ=(τ,ζ) controlling these processes (τ>0τ>0 defines the distance between jumps, ζζ defines the value of jumps of the c.r.p.) has an arithmetic distribution and satisfies Cramér's moment condition. For these processes, we find the exact asymptotics in the local limit theorems for the probabilities P(Z(n)=x),P(Y(n)=x) in the Cramér zone of deviations for x∈Zd (in [9, 10, 13–15], the analogous problem was solved for nonlattice c.r.p., where the vector ξ=(τ,ζ) has a nonlattice distribution).
Key words:
compound renewal process, Cramér's condition, arithmetic distribution, renewal function, deviations function, large deviations, moderate large deviations, local limit theorem.
Citation:
A. A. Mogul'skiǐ, E. I. Prokopenko, “Local theorems for arithmetic multidimensional compound renewal processes under Cramér's condition”, Mat. Tr., 22:2 (2019), 106–133; Siberian Adv. Math., 30:4 (2020), 284–302
This publication is cited in the following 8 articles:
G. A. Bakay, “Characterization of Large Deviation Probabilities for Regenerative Sequences”, Proc. Steklov Inst. Math., 316 (2022), 40–56
A. V. Logachov, A. A. Mogulskii, E. I. Prokopenko, “Large deviation principle for terminating multidimensional compound renewal processes with application to polymer pinning models”, Problems Inform. Transmission, 58:2 (2022), 144–159
G. A. Bakay, “Large deviations for a terminating compound renewal process”, Theory Probab. Appl., 66:2 (2021), 209–227
T. Konstantopoulos, A. V. Logachov, A. A. Mogulskii, S. G. Foss, “Limit theorems for the maximal path weight in a directed graph on the line with random weights of edges”, Problems Inform. Transmission, 57:2 (2021), 161–177
A. Logachov, A. Mogulskii, E. Prokopenko, A. Yambartsev, “Local theorems for (multidimensional) additive functionals of semi-Markov chains”, Stoch. Process. Their Appl., 137 (2021), 149–166
A. A. Mogul'skiǐ, E. I. Prokopenko, “The Large Deviation Principle for Finite-Dimensional Distributions of Multidimensional Renewal Processes”, Sib. Adv. Math., 31:3 (2021), 188
A. A. Mogulskii, E. I. Prokopenko, “Printsip bolshikh uklonenii dlya konechnomernykh raspredelenii mnogomernykh obobschennykh protsessov vosstanovleniya”, Matem. tr., 23:2 (2020), 148–176
A. V. Logachev, A. A. Mogulskii, “Lokalnye teoremy dlya konechnomernykh priraschenii arifmeticheskikh mnogomernykh obobschennykh protsessov vosstanovleniya pri vypolnenii usloviya Kramera”, Sib. elektron. matem. izv., 17 (2020), 1766–1786