Invariance principles for renewal processes

From MaRDI portal
Publication:1097572

DOI10.1214/aop/1176991986zbMath0635.60032OpenAlexW1986651654MaRDI QIDQ1097572

Lajos Horváth, Miklós Csörgő, Josef G. Steinebach

Publication date: 1987

Published in: The Annals of Probability (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1214/aop/1176991986




Related Items (34)

Strong approximations for weighted bootstrap of empirical and quantile processes with applicationsAccuracy of Estimation of the Vector of Queue Lengths for Open Jackson NetworksLimit laws for \(K\)-record timesOn a weighted embedding for generalized pontograms.Weak convergence of renewal shot noise processes in the case of slowly varying normalizationStrong Approximations For It-Records And Records In TheFα-Scheme-A DualityOn extreme value asymptotics for increments of renewal processesRate of convergence of transport processes with an application to stochastic differential equationsNecessary conditions for renewal processes approximating to Wiener processesKac's representation from an asymptotic viewpointStrong Gaussian approximation for cumulative processesAsymptotics for directed random walks in random environmentsOn the optimality of strong approximation rates for compound renewal processesSome recent developments concerning asymptotic distributions of pontogramsInvariance principles for renewal processes when only moments of low order existStrong laws and limit theorems for local time of Markov processesMoving Sum Data Segmentation for Stochastic Processes Based on InvarianceAnscombe-type theorem and moderate deviations for trajectories of a compound renewal processOn functional limit theorems for the cumulative times in alternating renewal processesStrong approximations for priority queues; head-to-the-line-first disciplineExtension of the Invariance Principle for Compound Renewal Processes to the Zones of Moderately Large and Small DeviationsJackson network in a random environment: strong approximationSingularly perturbed Markov chains: limit results and applicationsLarge deviations for renewal processesThe Brownian approximation for rate-control throttles and the \(G/G/1/C\) queueOn a weighted embedding for pontogramsAsymptotics for increments of stopped renewal processesTesting for changes in the mean or variance of a stochastic process under weak invarianceFunctional limit theorems for compound renewal processesAn estimator of the number of change points based on a weak invariance principleValidity of heavy traffic steady-state approximations in generalized Jackson networksVariance Estimation Based on Invariance PrinciplesFunctional limit theorems for the number of busy servers in a G/G/∞ queueStrong limit theorems for increments of renewal processes




This page was built for publication: Invariance principles for renewal processes