Strong approximation of certain stopped sums

DOI10.1016/0167-7152(84)90011-7MaRDI QIDQ800056zbMATH OpenOpenAlexFDO

Authors 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)

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Cites work

• scientific article; zbMATH DE number 3840948 (Why is no real title available?)
• scientific article; zbMATH DE number 3858075 (Why is no real title available?)
• scientific article; zbMATH DE number 3782110 (Why is no real title available?)
• scientific article; zbMATH DE number 3274494 (Why is no real title available?)
• A Functional Central Limit Theorem for $k$-Dimensional Renewal Theory
• A functional central limit theorem connected with extended renewal theory
• An approximation of partial sums of independent RV's, and the sample DF. II
• An invariance principle in k-dimensional extended renewal theory
• Approximation theorems for independent and weakly dependent random vectors
• Functional central limit theorems for processes with positive drift and their inverses
• Invariance Theorems for First Passage Time Random Variables
• Renewal Theory in the Plane
• The approximation of partial sums of independent RV's

Cited in

(10)

• Erdös-Rényi type law for random sums with applications to claim amount process
• On the optimality of strong approximation rates for compound renewal processes
• Strong Gaussian approximation for cumulative 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
• scientific article; zbMATH DE number 4076203 (Why is no real title available?)
• Strong approximations of renewal processes and their applications
• Estimates for the probability of ruin starting with a large initial reserve
• Strong approximation of renewal processes
• Strong approximation of extended renewal processes

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