Strong Laws for Small Increments of Renewal Processes
Steinebach, Josef
Ann. Probab., Tome 19 (1991) no. 4, p. 1768-1776 / Harvested from Project Euclid
Let $\{N(t), t \geq 0\}$ be the (generalized) renewal process associated with an i.i.d. sequence $X_1,X_2,\ldots$ of random variables having finite moment generating function on some left-sided neighborhood of the origin. Some strong limiting results are proved for the maximal increments $\sup_{0\leq t\leq T-K} (N(t + K) - N(t))$, where $K = K_T$ is a function of $T$ such that $K_T \uparrow \infty$, but $K_T/\log T \downarrow 0$ as $T \rightarrow \infty$. These provide analogs to a recent extension due to Mason (1989) of the Erdos-Renyi strong law of large numbers for partial sums.
Publié le : 1991-10-14
Classification:  Strong law of large numbers,  increments of renewal processes,  Erdos-Renyi law,  large deviations,  60F15,  60F10,  60K05
@article{1176990234,
     author = {Steinebach, Josef},
     title = {Strong Laws for Small Increments of Renewal Processes},
     journal = {Ann. Probab.},
     volume = {19},
     number = {4},
     year = {1991},
     pages = { 1768-1776},
     language = {en},
     url = {http://dml.mathdoc.fr/item/1176990234}
}
Steinebach, Josef. Strong Laws for Small Increments of Renewal Processes. Ann. Probab., Tome 19 (1991) no. 4, pp.  1768-1776. http://gdmltest.u-ga.fr/item/1176990234/