Invariance Principles for Renewal Processes
Miklos Csorgo, Lajos Horvath, and Josef Steinebach
Source: Ann. Probab. Volume 15, Number 4
(1987), 1441-1460.
Abstract
We present a general methodology for proving invariance principles for renewal processes, resulting in almost sure and probability inequality approximations. We show that our obtained rates are best possible in the i.i.d. case.
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Keywords: Renewal process; Wiener process; strong approximation; probability inequalities; Prohorov-Levy distance
Full-text: Open access
Links and Identifiers
Permanent link to this document: http://projecteuclid.org/euclid.aop/1176991986
JSTOR: links.jstor.org
Digital Object Identifier: doi:10.1214/aop/1176991986
Mathematical Reviews number (MathSciNet): MR905341
