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October, 1987 Invariance Principles for Renewal Processes
Miklos Csorgo, Lajos Horvath, Josef Steinebach
Ann. Probab. 15(4): 1441-1460 (October, 1987). DOI: 10.1214/aop/1176991986


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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Miklos Csorgo. Lajos Horvath. Josef Steinebach. "Invariance Principles for Renewal Processes." Ann. Probab. 15 (4) 1441 - 1460, October, 1987.


Published: October, 1987
First available in Project Euclid: 19 April 2007

zbMATH: 0635.60032
MathSciNet: MR905341
Digital Object Identifier: 10.1214/aop/1176991986

Primary: 60F17
Secondary: 60K05

Keywords: Probability inequalities , Prohorov-Levy distance , Renewal process , strong approximation , Wiener process

Rights: Copyright © 1987 Institute of Mathematical Statistics

Vol.15 • No. 4 • October, 1987
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