Strong approximations of renewal processes and their applications
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Publication:1084752
DOI10.1007/BF01949120zbMath0606.60037OpenAlexW2062175163MaRDI QIDQ1084752
Publication date: 1986
Published in: Acta Mathematica Hungarica (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1007/bf01949120
Sums of independent random variables; random walks (60G50) Queueing theory (aspects of probability theory) (60K25) Strong limit theorems (60F15) Renewal theory (60K05)
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Estimates for the probability of ruin starting with a large initial reserve ⋮ On the optimality of strong approximation rates for compound renewal processes ⋮ Weight functions and pathwise local central limit theorems ⋮ Invariance principles for renewal processes when only moments of low order exist ⋮ Strong approximations for long memory sequences based partial sums, counting and their Vervaat processes ⋮ On functional limit theorems for the cumulative times in alternating renewal processes ⋮ Limit distributions of directionally reinforced random walks
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