Strong approximations of renewal processes and their applications (Q1084752): Difference between revisions
From MaRDI portal
Added link to MaRDI item. |
Set profile property. |
||
| Property / MaRDI profile type | |||
| Property / MaRDI profile type: MaRDI publication profile / rank | |||
Normal rank | |||
Revision as of 03:09, 5 March 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Strong approximations of renewal processes and their applications |
scientific article |
Statements
Strong approximations of renewal processes and their applications (English)
0 references
1986
0 references
Let \(\{(X_ n,Y_ n),n\geq 1\}\) be a sequence of random vectors in \(R^{d+1}\). Let \(U(t)=\sum_{1\leq i\leq t}X_ i\) and \(S(t)=\sum_{1\leq i\leq t}Y_ i\). The renewal process, being the inverse of U(t), is defined as \(N(t)=\inf (s:U(s)>t)\). A joint approximation of N(t) and S(N(t)) is obtained. Some applications of the main result are also given.
0 references
strong approximation
0 references
risk theory
0 references
renewal process
0 references
