Conditional limit theorems for the terms of a random walk revisited (Q2854086)

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scientific article; zbMATH DE number 6216065
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    Conditional limit theorems for the terms of a random walk revisited
    scientific article; zbMATH DE number 6216065

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      17 October 2013
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      conditional limit theorem
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      sums of i.i.d. random variables
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      renewal theory
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      convergence in total variation
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      Conditional limit theorems for the terms of a random walk revisited (English)
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      For a Poisson process the interarrival times are distributed according to the order statistic of a uniform distribution. The basis for the paper is the question: What is the distribution of the interarrival time in a renewal process, given the time of the \(n\)-th occurrence? Some limit theorems are derived, where convergence is ``in total variation''.
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