Article ID Journal Published Year Pages File Type
4670386 Comptes Rendus Mathematique 2013 4 Pages PDF
Abstract
We estimate the renewal function, for independent and nonstationary positive random variables, by considering a sum of U-statistics or V-statistics. We study its asymptotic properties: asymptotic normality, almost sure convergence and weak convergence. This last property 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
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