Invariance principles for renewal processes when only moments of low order exist
From MaRDI portal
Publication:1116529
DOI10.1016/0047-259X(88)90079-6zbMath0666.60034MaRDI QIDQ1116529
Publication date: 1988
Published in: Journal of Multivariate Analysis (Search for Journal in Brave)
Asymptotic distribution theory in statistics (62E20) Central limit and other weak theorems (60F05) Strong limit theorems (60F15) Functional limit theorems; invariance principles (60F17) Renewal theory (60K05)
Related Items
Extension of the Invariance Principle for Compound Renewal Processes to the Zones of Moderately Large and Small Deviations, Large deviations for renewal processes, Functional limit theorems for compound renewal processes, Truncated sequential change-point detection based on renewal counting processes. II, Short Communications Moderate Large Deviations Principles for Trajectories of Compound Renewal Processes
Cites Work
- Unnamed Item
- Unnamed Item
- A limit theorem for the maximum of normalized sums of independent random variables
- Strong approximation of renewal processes
- Strong approximation of certain stopped sums
- Strong approximation of extended renewal processes
- Extremes and related properties of random sequences and processes
- Some results on increments of the Wiener process with applications to lag sums of i.i.d. random variables
- Some more results on increments of the Wiener process
- Strong approximations of renewal processes and their applications
- Estimates for the probability of ruin starting with a large initial reserve
- Invariance principles for renewal processes
- Strong invariance principles for partial sums of independent random vectors
- On the optimality of strong approximation rates for compound renewal processes
- On the increments of Wiener and related processes
- Approximation theorems for independent and weakly dependent random vectors
- On the Rate of Convergence in the Invariance Principle for Generalized Renewal Processes
- An approximation of stopped sums with applications in queueing theory
- Asymptotic distributions of pontograms
- An approximation of partial sums of independent RV's, and the sample DF. II
- An approximation of partial sums of independent RV'-s, and the sample DF. I
- The approximation of partial sums of independent RV's
- Approximation of partial sums of i.i.d.r.v.s when the summands have only two moments
- On the increments of the Wiener process
- An invariance principle for the law of the iterated logarithm