Strong approximation of renewal processes
type: Item
instance of: scholarly article
title: Strong approximation of renewal processes
zbMATH Open document ID: 0545.60081
DOI: 10.1016/0304-4149(84)90166-2
author: Lajos Horváth
published in: Stochastic Processes and their Applications
publication date: 1984-01-01T00:00:00Z
review text: 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.
Mathematics Subject Classification ID: 60K05
Mathematics Subject Classification ID: 60F15
Mathematics Subject Classification ID: 60J65
zbMATH DE Number: 3868381
zbMATH Keywords: first passage times
zbMATH Keywords: strong approximation results
zbMATH Keywords: Bahadur-Kiefer type representation
reviewed by: Allan Gut
MaRDI profile type: Publication
full work available at URL: 0304-4149(84)90166-2
OpenAlex ID: W1968968697
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description: scientific article; zbMATH DE number 3868381