Compound Renewal Processes

ISBN-13: 9781009098441 / Angielski / Twarda / 2022 / 379 str.

A. A. Borovkov

Opis

The first unified presentation of the general asymptotic theory of compound renewal processes, with classical and functional limit theorems.

Spis treści

Introduction; 1. Main limit laws in the normal deviation zone; 2. Integro-local limit theorems in the normal deviation zone; 3. Large deviation principles for compound renewal processes; 4. Large deviation principles for trajectories of compound renewal processes; 5. Integro-local limit theorems under the Cramér moment condition; 6. Exact asymptotics in boundary crossing problems for compound renewal processes; 7. Extension of the invariance principle to the zones of moderately large and small deviations; A. On boundary crossing problems for compound renewal processes when the Cramér condition is not fulfilled; Basic notation; References; Index.