Article ID | Journal | Published Year | Pages | File Type |
---|---|---|---|---|
4670386 | Comptes Rendus Mathematique | 2013 | 4 Pages |
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
Michel Harel, Fy Mamenosoa Ravelomanantsoa,