The self-similar dynamics of renewal processes

DOI10.1214/EJP.V16-888MaRDI QIDQ638415zbMATH OpenOpenAlexFDO

Authors Albert M. Fisher, Marina Talet

Publication date 9 September 2011

Published in Electronic Journal of Probability (Search for Journal in Brave)

Full work available at URL http://www.emis.de/journals/EJP-ECP/_ejpecp/viewarticle7a3a.html

zbMATH Keywords

renewal processstable processalmost-sure invariance principle in log densitypathwise central limit theoremCauchy processMittag-Leffler process

Mathematics Subject Classification ID

Functional limit theorems; invariance principles (60F17) Dynamical systems and their relations with probability theory and stochastic processes (37A50) Stable stochastic processes (60G52) Self-similar stochastic processes (60G18) Renewal theory (60K05)

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Cited in

(5)

• Dynamical attraction to stable processes
• Renewal processes and the Hurst effect
• Asymptotic self-similarity and order-two ergodic theorems for renewal flows
• Self-similarity in an exchangeable site-dynamics model
• Regenerative processes in the infinite mean cycle case

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