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Theory of Stochastic Processes, 2007, Volume 13(29), Issue 4, Pages 233–246 (Mi thsp249)  
Strong invariance principle for renewal and randomly stopped processes

Nadiia Zinchenko

Department of Probability Theory and Mathematical Statistics, Kyiv National Taras Shevchenko University, Kyiv, Ukraine
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Abstract: The strong invariance principle for renewal process and randomly stopped sums when summands belong to the domain of attraction of an $\alpha$-stable law is presented
Keywords: Lévy processes, stable processes, invariance principle, domain of attraction,renewal process, randomly stopped process, risk models.
Bibliographic databases:
Document Type: Article
MSC: 60F17, 60F15, 60G52, 60G50
Language: English
Citation: Nadiia Zinchenko, “Strong invariance principle for renewal and randomly stopped processes”, Theory Stoch. Process., 13(29):4 (2007), 233–246
Citation in format AMSBIB
\Bibitem{Zin07}
\by Nadiia~Zinchenko
\paper Strong invariance principle for
renewal and randomly stopped
processes
\jour Theory Stoch. Process.
\yr 2007
\vol 13(29)
\issue 4
\pages 233--246
\mathnet{http://mi.mathnet.ru/thsp249}
\mathscinet{http://mathscinet.ams.org/mathscinet-getitem?mr=2482263}
\zmath{https://zbmath.org/?q=an:1164.60019}
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  • https://www.mathnet.ru/eng/thsp/v13/i4/p233
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