Strong limit of processes constructed from a renewal proces

Xavier Bardina; Carles Rovira

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arXiv · 2212.05312

Strong limit of processes constructed from a renewal proces

Xavier Bardina·Carles Rovira

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Abstract

We construct a family of processes, from a renewal process, that have realizations that converge almost surely to the Brownian motion, uniformly on the unit time interval. Finally we compute the rate of convergence in a particular case.

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Xavier Bardina, Carles Rovira. 2022-12-10. Strong limit of processes constructed from a renewal proces. https://arxiv.org/abs/2212.05312

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