Strong approximation of renewal processes

DOI10.1016/0304-4149(84)90166-2zbMath0545.60081OpenAlexW1968968697MaRDI QIDQ797229

Lajos Horváth

Publication date: 1984

Published in: Stochastic Processes and their Applications (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/0304-4149(84)90166-2

zbMATH Keywords

first passage timesBahadur-Kiefer type representationstrong approximation results

Mathematics Subject Classification ID

Strong limit theorems (60F15) Brownian motion (60J65) Renewal theory (60K05)

Related Items (28)

Strong approximations of renewal processes and their applications ⋮ Estimates for the probability of ruin starting with a large initial reserve ⋮ Strong laws for randomly indexed U-statistics ⋮ Functional law of the iterated logarithm for multi-server queues with batch arrivals and customer feedback ⋮ Asymptotics for directed random walks in random environments ⋮ On Vervaat and Vervaat-error-type processes for partial sums and renewals ⋮ Invariance principles for renewal processes when only moments of low order exist ⋮ Strong Embeddings for Transitory Queueing Models ⋮ Asymptotic variability analysis for a two-stage tandem queue. I: The functional law of the iterated logarithm ⋮ Asymptotic variability analysis for a two-stage tandem queue. II: The law of the iterated logarithm ⋮ Strong approximations for long memory sequences based partial sums, counting and their Vervaat processes ⋮ Unnamed Item ⋮ The (functional) law of the iterated logarithm of the sojourn time for a multiclass queue ⋮ Strong approximation method and the (functional) law of iterated logarithm for \(GI/G/1\) queue ⋮ Small deviations for the Poisson process ⋮ On functional limit theorems for the cumulative times in alternating renewal processes ⋮ ASYMPTOTIC PROPERTIES OF NONPARAMETRIC FRONTIER ESTIMATORS ⋮ On the limiting behavior of the Bahadur-Kiefer statistic for partial sums and renewal processes when the fourth moment does not exist ⋮ Functional Law of the Iterated Logarithm for Multiclass Queues with Preemptive Priority Service Discipline: The Overloaded Case ⋮ Small deviations for the Poisson process ⋮ A functional law of the iterated logarithm for multi-class queues with batch arrivals ⋮ Large deviations for renewal processes ⋮ Asymptotic variability analysis for multi-server generalized Jackson network in overloaded ⋮ Extensions of some classical methods in change point analysis ⋮ Testing for structural change of AR model to threshold AR model ⋮ Limit laws for the averages of exponential random variables ⋮ A law of iterated logarithm for multiclass queues with preemptive priority service discipline ⋮ Hodges-Lehmann quantile-quantile plots

Cites Work

• On the increments of Wiener and related processes
• Upper and lower functions for martingales and mixing processes
• Approximation theorems for independent and weakly dependent random vectors
• 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
• Almost sure invariance principles for partial sums of weakly dependent random variables
• A Note on Quantiles in Large Samples
• The Equivalence of Functional Central Limit Theorems for Counting Processes and Associated Partial Sums
• Functional central limit theorems for processes with positive drift and their inverses
• Invariance Theorems for First Passage Time Random Variables
• A functional central limit theorem connected with extended renewal theory
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