Strong invariance principle for renewal and randomly stopped processes

Nadiia Zinchenko

Department of Probability Theory and Mathematical Statistics, Kyiv National Taras Shevchenko University, Kyiv, Ukraine

Abstract: The strong invariance principle for renewal process and randomly stopped sums when summands belong to the domain of attraction of an $\alpha$-stable law is presented

Keywords: Lévy processes, stable processes, invariance principle, domain of attraction,renewal process, randomly stopped process, risk models.

MSC: 60F17, 60F15, 60G52, 60G50

Language: English

Bibliographic databases:

• 
•