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
AbstractLet {ti, i ⩾ 0} be an ordinary renewal process and assume the lifetime distribution function...
AbstractLet X1,X2,… be i.i.d. random variables with a continuous distribution function. Let R0=0, Rk...
27 pages, 3 figuresThe probability distribution of the longest interval between two zeros of a simpl...
We construct a family of processes, from a renewal process, that have realizations that converge alm...
We consider the trajectories of a renewal random walk, that is, a random walk on the two-dimensional...
We construct a family of processes, from a renewal process, that have realizations that converge alm...
AbstractLet {Sn} be a Markov random walk satisfying the conditions of Kesten's Markov renewal theore...
AbstractLet {bF(t),t∈[0,1]} be an F-Brownian bridge process. We study the asymptotic behaviour of no...
International audienceWe show that the range of a long Brownian bridge in the hyperbolic space conve...
AbstractCompound stochastic processes are constructed by taking the superpositive of independent cop...
We propose a path transformation which applied to a cyclically exchangeable increment process condit...
In this paper we consider non-intersecting Brownian bridges, under fairly general upper and lower bo...
Let F((.)) be a cumulative distribution function concentrated on (0,(INFIN)). Let N(t); t (GREATERT...
Motivated by the polynuclear growth model, we consider a Brownian bridge b(t) with b(±T) = 0 condit...
Note présentée par Jean-Pierre KahaneInternational audienceLet $b^F(t)$, $t \in [0,1]$ be an F-Brown...
AbstractLet {ti, i ⩾ 0} be an ordinary renewal process and assume the lifetime distribution function...
AbstractLet X1,X2,… be i.i.d. random variables with a continuous distribution function. Let R0=0, Rk...
27 pages, 3 figuresThe probability distribution of the longest interval between two zeros of a simpl...
We construct a family of processes, from a renewal process, that have realizations that converge alm...
We consider the trajectories of a renewal random walk, that is, a random walk on the two-dimensional...
We construct a family of processes, from a renewal process, that have realizations that converge alm...
AbstractLet {Sn} be a Markov random walk satisfying the conditions of Kesten's Markov renewal theore...
AbstractLet {bF(t),t∈[0,1]} be an F-Brownian bridge process. We study the asymptotic behaviour of no...
International audienceWe show that the range of a long Brownian bridge in the hyperbolic space conve...
AbstractCompound stochastic processes are constructed by taking the superpositive of independent cop...
We propose a path transformation which applied to a cyclically exchangeable increment process condit...
In this paper we consider non-intersecting Brownian bridges, under fairly general upper and lower bo...
Let F((.)) be a cumulative distribution function concentrated on (0,(INFIN)). Let N(t); t (GREATERT...
Motivated by the polynuclear growth model, we consider a Brownian bridge b(t) with b(±T) = 0 condit...
Note présentée par Jean-Pierre KahaneInternational audienceLet $b^F(t)$, $t \in [0,1]$ be an F-Brown...
AbstractLet {ti, i ⩾ 0} be an ordinary renewal process and assume the lifetime distribution function...
AbstractLet X1,X2,… be i.i.d. random variables with a continuous distribution function. Let R0=0, Rk...
27 pages, 3 figuresThe probability distribution of the longest interval between two zeros of a simpl...