Functional limit theorems for compound renewal processes

DOI10.1134/S003744661901004XzbMath1475.60065OpenAlexW2936414956MaRDI QIDQ2002477

Aleksandr A. Borovkov

Publication date: 12 July 2019

Published in: Siberian Mathematical Journal (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1134/s003744661901004x

zbMATH Keywords

functional limit theoremsinvariance principleAnscombe's theoremcompound renewal processesconvergence to a stable process

Mathematics Subject Classification ID

Functional limit theorems; invariance principles (60F17) Renewal theory (60K05)

Related Items

Extension of the Invariance Principle for Compound Renewal Processes to the Zones of Moderately Large and Small Deviations ⋮ Limit theorems for chains with unbounded variable length memory which satisfy Cramer condition

Cites Work

• Invariance principles for renewal processes
• Invariance principles for renewal processes when only moments of low order exist
• Limit theorems for increments of compound renewal processes
• Stopped Random Walks
• On the Rate of Convergence in the Invariance Principle for Generalized Renewal Processes
• An approximation of stopped sums with applications in queueing theory
• Large Deviation Principles for Random Walk Trajectories. I
• On the Distribution of the First Passage Time of a Random Walk to an Arbitrary Remote Boundary
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