On a weighted embedding for generalized pontograms

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	On a weighted embedding for generalized pontograms
	Zhang, HQ
	2000-08-01
发表期刊	STOCHASTIC PROCESSES AND THEIR APPLICATIONS
ISSN	0304-4149
卷号	88 期号:2 页码:213-224
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.
关键词	pontograms Poisson bridges Brownian bridges strong approximations weighted embedding renewal processes
语种	英语
WOS研究方向	Mathematics
WOS类目	Statistics & Probability
WOS记录号	WOS:000088243400003
出版者	ELSEVIER SCIENCE BV
引用统计
文献类型	期刊论文
条目标识符	http://ir.amss.ac.cn/handle/2S8OKBNM/15223
专题	应用数学研究所
通讯作者	Zhang, HQ
作者单位	Acad Sinica, Inst Appl Math, Beijing 100080, Peoples R China
推荐引用方式 GB/T 7714	Zhang, HQ. On a weighted embedding for generalized pontograms[J]. STOCHASTIC PROCESSES AND THEIR APPLICATIONS,2000,88(2):213-224.
APA	Zhang, HQ.(2000).On a weighted embedding for generalized pontograms.STOCHASTIC PROCESSES AND THEIR APPLICATIONS,88(2),213-224.
MLA	Zhang, HQ."On a weighted embedding for generalized pontograms".STOCHASTIC PROCESSES AND THEIR APPLICATIONS 88.2(2000):213-224.