Necessary conditions for renewal processes approximating to Wiener processes (Q1349301)
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scientific article; zbMATH DE number 976125
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Necessary conditions for renewal processes approximating to Wiener processes |
scientific article; zbMATH DE number 976125 |
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Necessary conditions for renewal processes approximating to Wiener processes (English)
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8 September 1997
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Along the lines of \textit{M. Csörgö}, \textit{L. Horváth} and the reviewer [C. R. Math. Acad. Sci., Soc. R. Can. 8, 151-154 (1986; Zbl 0601.60030)], the author studies the necessity of moment conditions in the strong invariance principles for renewal processes based on an i.i.d. sequence of ``interarrival times'', not necessarily assumed to be positive. It turns out that some earlier assumptions are superfluous or can be relaxed. For some related results for compound renewal processes confer also [the reviewer, Stat. Probab. Lett. 6, No. 4, 263-267 (1988; Zbl 0641.60093)].
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invariance principle
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strong approximation
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renewal process
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moment condition
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