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 |
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