Strong limit theorems for general renewal processes

• Autorzy: Klesov O. , Rychlik Z. , Steinebach J.
• Języki publikacji: EN

Abstrakty

EN

An approach is discussed to derive strong limit theorems for general renewal processes from the corresponding asymptotics of the underlying renewal sequence. Neither independence nor stationarity of increments is required. In certain situations, just the dualities between the renewal processes and their defining sequencesin combination with some regularity conditions on the normalizing constants are sufficient for the proofs. There are other cases, however, in which the duality argumentsdo not apply, and where other techniques have to be developed. Finally, there are also examples, in which an inversion of the limit theorems under consideration cannot work at all.

Słowa kluczowe

EN

limit theorems; renewal theory; duality arguments

• Wydawca: Wrocław University of Science and Technology
• Czasopismo: Probability and Mathematical Statistics
• Rocznik: 2001
• Tom: Vol. 21, Fasc. 2
• Strony: 329--349
• Opis fizyczny: Biblogr. 15 poz.

Twórcy

autor

Klesov O.

• National Technical University of Ukraine, Department of Mathematical Analysis and Probability Theory pr, Peremogy 37, Kyiv 02056, Ukraine

autor

Rychlik Z.

• Institute of Mathematics, Maria Curie-Sklodowska University pl. Marii Curie-Skłodowskiej 1, .20-031 Lublin, Poland

autor

Steinebach J.

• Philipps-Universität Marburg, Fachbereich Mathematik und Informatik Hans-Meerwein-Strasse, D-35032 Marburg, Germany

Bibliografia

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