Strong approximation of renewal processes
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The author studies the first passage times of the partial sums of i.i.d. random variables and proves strong approximation results. As an application a Strassen type LIL is obtained. He also shows that a Bahadur-Kiefer type representation holds for the first passage time process.
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Cites work
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Cited in
(34)- Strong approximations of renewal processes and their applications
- Estimates for the probability of ruin starting with a large initial reserve
- On the optimality of strong approximation rates for compound renewal processes
- Invariance principles for renewal processes when only moments of low order exist
- 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 multi-server queues with batch arrivals and customer feedback
- Strong approximations for long memory sequences based partial sums, counting and their Vervaat processes
- Strong approximation method and the (functional) law of iterated logarithm for \(GI/G/1\) queue
- On functional limit theorems for the cumulative times in alternating renewal processes
- Asymptotics for directed random walks in random environments
- The (functional) law of the iterated logarithm of the sojourn time for a multiclass queue
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- Asymptotic variability analysis for a two-stage tandem queue. II: The law of the iterated logarithm
- Extensions of some classical methods in change point analysis
- On Vervaat processes for sums and renewals in weakly dependent cases
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- Asymptotic properties of nonparametric frontier estimators
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- Limit laws for the averages of exponential random variables
- Strong embeddings for transitory queueing models
- Asymptotic variability analysis for multi-server generalized Jackson network in overloaded
- On the dynamic control of matching queues
- On Bahadur-Kiefer type processes for sums and renewals in dependent cases
- Testing for structural change of AR model to threshold AR model
- Small deviations for the Poisson process
- Large deviations for renewal processes
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- Hodges-Lehmann quantile-quantile plots
- On Vervaat and Vervaat-error-type processes for partial sums and renewals
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