Article ID | Journal | Published Year | Pages | File Type |
---|---|---|---|---|
4669933 | Comptes Rendus Mathematique | 2014 | 4 Pages |
Abstract
To estimate the renewal function, for stationary β-mixing positive random variables, we consider a finite sum of empirical distribution functions. We study its asymptotics properties: asymptotic normality, almost surely convergence, and weak convergence. This last result will be established on the space of functions defined on [0,1] that are right-continuous and have left-hand limits provided with the Skorokhod topology.
Related Topics
Physical Sciences and Engineering
Mathematics
Mathematics (General)
Authors
Michel Harel, Fy Mamenosoa Ravelomanantsoa,