|
Zapiski Nauchnykh Seminarov POMI, 2003, Volume 298, Pages 208–225
(Mi znsl1173)
|
|
|
|
This article is cited in 3 scientific papers (total in 3 papers)
Strong limit theorems for increments of renewal processes
A. N. Frolov Saint-Petersburg State University
Abstract:
We study the almost surely behavior of increments of renewal processes. We derive a universal form of norming functions in strong limit theorems for increments of such processes. This unifies the following well known theorems for increments of renewal processes: the strong law of large numbers, the Erdős–Rényi law, the Csörgő-Révész law and the law of the iterated logarithm. New results are obtained for processes with distributions of renewal times from domains of attraction of a normal law and completely asymmetric stable laws with index $\alpha\in(1,2)$.
Received: 26.02.2003
Citation:
A. N. Frolov, “Strong limit theorems for increments of renewal processes”, Probability and statistics. Part 6, Zap. Nauchn. Sem. POMI, 298, POMI, St. Petersburg, 2003, 208–225; J. Math. Sci. (N. Y.), 128:1 (2005), 2614–2624
Linking options:
https://www.mathnet.ru/eng/znsl1173 https://www.mathnet.ru/eng/znsl/v298/p208
|
Statistics & downloads: |
Abstract page: | 253 | Full-text PDF : | 86 | References: | 45 |
|