Strong Limit Theorems for Increments of Renewal Processes |
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Authors: | A. N. Frolov |
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Affiliation: | (1) St. Petersburg State University, St. Petersburg, Russia |
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Abstract: | We study the almost sure behavior of increments of renewal processes. We derive a universal form of norming functions in the strong limit theorems for increments of such processes. This result unifies the following well-known theorems for increments of renewal processes: the strong law of large numbers, Erdos-Renyi law, Csorgo-Revesz law, and law of the iterated logarithm. New results are obtained for processes with distributions of renewal times from domains of attraction of the normal law and completely asymmetric stable laws with index (1, 2). Bibliography: 15 titles.__________Translated from Zapiski Nauchnykh Seminarov POMI, Vol. 298, 2003, pp. 208–225. |
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