Strong approximation of certain stopped sums

DOI10.1016/0167-7152(84)90011-7zbMath0549.60083OpenAlexW2056484491MaRDI QIDQ800056

Lajos Horváth

Publication date: 1984

Published in: Statistics \& Probability Letters (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/0167-7152(84)90011-7

zbMATH Keywords

renewal processChung-type law of the iterated logarithmStrong approximation

Mathematics Subject Classification ID

Brownian motion (60J65) Functional limit theorems; invariance principles (60F17) Renewal theory (60K05)

Related Items

Strong approximations of renewal processes and their applications ⋮ Estimates for the probability of ruin starting with a large initial reserve ⋮ Strong Gaussian approximation for cumulative processes ⋮ On the optimality of strong approximation rates for compound renewal processes ⋮ Invariance principles for renewal processes when only moments of low order exist ⋮ The estimation of traffic intensity parameter for a single-channel queueing system with regenerative input flow

Cites Work

• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Approximation theorems for independent and weakly dependent random vectors
• An invariance principle in k-dimensional extended renewal theory
• An approximation of partial sums of independent RV's, and the sample DF. II
• The approximation of partial sums of independent RV's
• Renewal Theory in the Plane
• A Functional Central Limit Theorem for $k$-Dimensional Renewal Theory
• 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