Strong approximations of renewal processes and their applications
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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.
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Cited in
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