Strong invariance principle for renewal and randomly stopped processes

MaRDI QIDQ3608293zbMATHFDO

Authors Nadiia Zinchenko

Publication date 28 February 2009

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)

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(6)

• Almost sure approximation of the superposition of the random processes
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• Renewal theory for random variables with a heavy tailed distribution and finite variance
• scientific article; zbMATH DE number 5855959 (Why is no real title available?)
• Invariance principles for renewal processes when only moments of low order exist
• Preservation properties of a renewal process stopped at a random dependent time

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