A note on the convergence of renewal and regenerative processes to a Brownian bridge
classification
🧮 math.PR
keywords
brownianbridgelimitnoteprocessrenewalcentralconditioning
read the original abstract
The standard functional central limit theorem for a renewal process with finite mean and variance, results in a Brownian motion limit. This note shows how to obtain a Brownian bridge process by a direct procedure that does not involve conditioning. Several examples are also considered.
This paper has not been read by Pith yet.
discussion (0)
Sign in with ORCID, Apple, or X to comment. Anyone can read and Pith papers without signing in.