On a weighted embedding for generalized pontograms

STOCHASTIC PROCESSES AND THEIR APPLICATIONS

卷:88

Article

Zhang, HQ

关键词: pontograms;    Poisson bridges;    Brownian bridges;    strong approximations;    weighted embedding;    renewal processes;   

DOI  :  10.1016/S0304-4149(00)00002-8

来源: Elsevier

【 摘 要 】

A weighted embedding for the generalized pontogram {K-n(t): 0 less than or equal to t less than or equal to 1} corresponding pointwise to a renewal process {N(s): 0 less than or equal to s < infinity} via K-n(t) = n(-1/2)(N(nt) - tN(n)) is studied in this paper. After proper normalization, weak convergence results for the processes {K-n(t): 0 less than or equal to t less than or equal to 1} are derived both in sup-nonn as well as in L-p-norm. These results are suggested to serve as asymptotic testing devices for detecting changes in the intensity of the underlying renewal process. (c) 2000 Elsevier Science B.V. All rights reserved.

【 授权许可】

Free