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Zapiski Nauchnykh Seminarov POMI, 2007, Volume 351, Pages 259–283
(Mi znsl39)
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This article is cited in 3 scientific papers (total in 3 papers)
Limit theorems for
increments of compound renewal processes
A. N. Frolov Saint-Petersburg State University
Abstract:
We derive universal strong limit theorems for increments of compound renewal processes which unifies the strong law of large numbers, the Erdős–Rényi law, the Csörgő-Révész law and the law of the iterated logarithm for such processes. New results are obtained under various moment assumptions on distributions of random variables generating the process. In particular, it is investigated the case of distributions from domains of attraction of a normal law and completely asymmetric stable laws with index $\alpha\in(1,2)$.
Received: 11.11.2007
Citation:
A. N. Frolov, “Limit theorems for
increments of compound renewal processes”, Probability and statistics. Part 12, Zap. Nauchn. Sem. POMI, 351, POMI, St. Petersburg, 2007, 259–283; J. Math. Sci. (N. Y.), 152:6 (2008), 944–957
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https://www.mathnet.ru/eng/znsl39 https://www.mathnet.ru/eng/znsl/v351/p259
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Abstract page: | 234 | Full-text PDF : | 87 | References: | 48 |
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