Deprecated: $wgMWOAuthSharedUserIDs=false is deprecated, set $wgMWOAuthSharedUserIDs=true, $wgMWOAuthSharedUserSource='local' instead [Called from MediaWiki\HookContainer\HookContainer::run in /var/www/html/w/includes/HookContainer/HookContainer.php at line 135] in /var/www/html/w/includes/Debug/MWDebug.php on line 372
Necessary conditions for renewal processes approximating to Wiener processes - MaRDI portal

Necessary conditions for renewal processes approximating to Wiener processes (Q1349301)

From MaRDI portal





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

    Statements

    Necessary conditions for renewal processes approximating to Wiener processes (English)
    0 references
    8 September 1997
    0 references
    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)].
    0 references
    invariance principle
    0 references
    strong approximation
    0 references
    renewal process
    0 references
    moment condition
    0 references
    0 references

    Identifiers