Strong invariance principle for renewal and randomly stopped processes

zbMATH Open1164.60019MaRDI QIDQ3608293FDOQ3608293

Authors: Nadiia Zinchenko 

Publication date: 28 February 2009

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zbMATH Keywords

renewal processdomain of attractioninvariance principlerisk modelsstable processesLévy processesrandomly stopped process

Mathematics Subject Classification ID

Sums of independent random variables; random walks (60G50) Strong limit theorems (60F15) Functional limit theorems; invariance principles (60F17) Stable stochastic processes (60G52)

Cited In (6)

• Title not available (Why is that?)
• Invariance principles for renewal processes when only moments of low order exist
• Renewal theory for random variables with a heavy tailed distribution and finite variance
• Almost sure approximation of the superposition of the random processes
• Title not available (Why is that?)
• Preservation properties of a renewal process stopped at a random dependent time

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