Strong approximation of extended renewal processes

DOI10.1214/aop/1176993145zbMath0552.60032OpenAlexW1989473805MaRDI QIDQ801595

Lajos Horváth

Publication date: 1984

Published in: The Annals of Probability (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1214/aop/1176993145

zbMATH Keywords

strong approximationrenewal processlaws of iterated logarithmBahadur-Kiefer type representation

Mathematics Subject Classification ID

Strong limit theorems (60F15) Functional limit theorems; invariance principles (60F17) Renewal theory (60K05)

Related Items (16)

Estimates for the probability of ruin starting with a large initial reserve ⋮ Strong approximations of k-th records and k-th record times by Wiener processes ⋮ Functional law of the iterated logarithm for multi-server queues with batch arrivals and customer feedback ⋮ Invariance principles for renewal processes when only moments of low order exist ⋮ Confidence bands for percentile residual lifetime under random censorship model ⋮ Asymptotic variability analysis for a two-stage tandem queue. I: The functional law of the iterated logarithm ⋮ Asymptotic variability analysis for a two-stage tandem queue. II: The law of the iterated logarithm ⋮ The (functional) law of the iterated logarithm of the sojourn time for a multiclass queue ⋮ Small deviations for the Poisson process ⋮ Functional Law of the Iterated Logarithm for Multiclass Queues with Preemptive Priority Service Discipline: The Overloaded Case ⋮ Small deviations for the Poisson process ⋮ A functional law of the iterated logarithm for multi-class queues with batch arrivals ⋮ Asymptotic variability analysis for multi-server generalized Jackson network in overloaded ⋮ On best possible approximations of local time ⋮ Limit laws for the averages of exponential random variables ⋮ A law of iterated logarithm for multiclass queues with preemptive priority service discipline

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