Strong approximation of renewal processes (Q797229)
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scientific article; zbMATH DE number 3868381
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Strong approximation of renewal processes |
scientific article; zbMATH DE number 3868381 |
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Strong approximation of renewal processes (English)
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1984
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The author studies the first passage times of the partial sums of i.i.d. random variables and proves strong approximation results. As an application a Strassen type LIL is obtained. He also shows that a Bahadur-Kiefer type representation holds for the first passage time process.
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first passage times
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strong approximation results
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Bahadur-Kiefer type representation
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