The self-similar dynamics of renewal processes

DOI10.1214/EJP.V16-888zbMATH Open1225.60143OpenAlexW2033919136MaRDI QIDQ638415FDOQ638415

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

Recommendations

• Asymptotic self-similarity and order-two ergodic theorems for renewal flows
• Dynamical attraction to stable processes
• scientific article; zbMATH DE number 4054761
• Limits of renewal processes and Pitman-Yor distribution
• Almost Sure Convergence of Delayed Renewal Processes

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)

Cited In (5)

• Renewal processes and the Hurst effect
• Dynamical attraction to stable processes
• 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

This page was built for publication: The self-similar dynamics of renewal processes

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q638415)