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Weak convergence of an iterated renewal process
Published online by Cambridge University Press: 14 July 2016
Abstract
Asymptotic normality and the weak invariance principle are studied for an iterated renewal process of order A martingale decomposition is used in this context to provide a simple proof.
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- Copyright © Applied Probability Trust
Footnotes
Research partially supported by the National Institutes of Health, Contract No. NIH-NHLBI–71–2243–L from the National Heart, Lung and Blood Institute.
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