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JOURNALS // Zapiski Nauchnykh Seminarov POMI // Archive

Zap. Nauchn. Sem. POMI, 2003 Volume 298, Pages 208–225 (Mi znsl1173)

This article is cited in 3 papers

Strong limit theorems for increments of renewal processes

A. N. Frolov

Saint-Petersburg State University

Abstract: We study the almost surely behavior of increments of renewal processes. We derive a universal form of norming functions in strong limit theorems for increments of such processes. This unifies the following well known theorems for increments of renewal processes: the strong law of large numbers, the Erdős–Rényi law, the Csörgő-Révész law and the law of the iterated logarithm. New results are obtained for processes with distributions of renewal times from domains of attraction of a normal law and completely asymmetric stable laws with index $\alpha\in(1,2)$.

UDC: 519.2

Received: 26.02.2003


 English version:
Journal of Mathematical Sciences (New York), 2005, 128:1, 2614–2624

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