A note on the convergence of renewal and regenerative processes to a Brownian bridge



Foss, Sergey and Konstantopoulos, Takis
(2007) A note on the convergence of renewal and regenerative processes to a Brownian bridge. Unknown.

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Abstract

The standard functional central limit theorem for a renewal process with finite mean and variance, results in a Brownian motion limit. This note shows how to obtain a Brownian bridge process by a direct procedure that does not involve conditioning. Several examples are also considered.

Item Type: Article
Additional Information: 7 pages
Uncontrolled Keywords: math.PR, math.PR, 60F17; 60K05; 60G50
Depositing User: Symplectic Admin
Date Deposited: 22 Aug 2018 14:36
Last Modified: 19 Jan 2023 01:26
Related URLs:
URI: https://livrepository.liverpool.ac.uk/id/eprint/3025417