Conditional limit theorems for the terms of a random walk revisited (Q2854086)
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scientific article; zbMATH DE number 6216065
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Conditional limit theorems for the terms of a random walk revisited |
scientific article; zbMATH DE number 6216065 |
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17 October 2013
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conditional limit theorem
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sums of i.i.d. random variables
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renewal theory
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convergence in total variation
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Conditional limit theorems for the terms of a random walk revisited (English)
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For a Poisson process the interarrival times are distributed according to the order statistic of a uniform distribution. The basis for the paper is the question: What is the distribution of the interarrival time in a renewal process, given the time of the \(n\)-th occurrence? Some limit theorems are derived, where convergence is ``in total variation''.
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