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JOURNALS // Zapiski Nauchnykh Seminarov POMI // Archive

Zap. Nauchn. Sem. POMI, 2007 Volume 351, Pages 259–283 (Mi znsl39)

This article is cited in 3 papers

Limit theorems for increments of compound renewal processes

A. N. Frolov

Saint-Petersburg State University

Abstract: We derive universal strong limit theorems for increments of compound renewal processes which unifies the strong law of large numbers, the Erdős–Rényi law, the Csörgő-Révész law and the law of the iterated logarithm for such processes. New results are obtained under various moment assumptions on distributions of random variables generating the process. In particular, it is investigated the case of distributions from domains of attraction of a normal law and completely asymmetric stable laws with index $\alpha\in(1,2)$.

UDC: 519.2

Received: 11.11.2007


 English version:
Journal of Mathematical Sciences (New York), 2008, 152:6, 944–957

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