Invariance Principles for Renewal Processes
Csorgo, Miklos ; Horvath, Lajos ; Steinebach, Josef
Ann. Probab., Tome 15 (1987) no. 4, p. 1441-1460 / Harvested from Project Euclid
Text on Project Euclid
PDF
Alt PDF
We present a general methodology for proving invariance principles for renewal processes, resulting in almost sure and probability inequality approximations. We show that our obtained rates are best possible in the i.i.d. case.
Publié le : 1987-10-14
Classification:  Renewal process,  Wiener process,  strong approximation,  probability inequalities,  Prohorov-Levy distance,  60F17,  60K05 
@article{1176991986,
     author = {Csorgo, Miklos and Horvath, Lajos and Steinebach, Josef},
     title = {Invariance Principles for Renewal Processes},
     journal = {Ann. Probab.},
     volume = {15},
     number = {4},
     year = {1987},
     pages = { 1441-1460},
     language = {en},
     url = {http://dml.mathdoc.fr/item/1176991986}
}

Csorgo, Miklos; Horvath, Lajos; Steinebach, Josef. Invariance Principles for Renewal Processes. Ann. Probab., Tome 15 (1987) no. 4, pp.  1441-1460. http://gdmltest.u-ga.fr/item/1176991986/