Hostname: page-component-84b7d79bbc-g78kv Total loading time: 0 Render date: 2024-08-01T14:20:45.584Z Has data issue: false hasContentIssue false

Remainder term estimate for the asymptotic normality of the number of renewals

Published online by Cambridge University Press:  14 July 2016

Gunnar Englund*
Affiliation:
Royal Institute of Technology, Stockholm
*
Postal address: Department of Mathematics, Royal Institute of Technology, S–100 44 Stockholm, Sweden.

Abstract

It is well known that the number of renewals in the time interval [0, t] for an ordinary renewal process is approximately normally distributed under general conditions. We give a remainder term estimate for this normal distribution approximation.

Type
Short Communications
Copyright
Copyright © Applied Probability Trust 

Access options

Get access to the full version of this content by using one of the access options below. (Log in options will check for institutional or personal access. Content may require purchase if you do not have access.)

References

Billingsley, P. (1968) Convergence of Probability Measures. Wiley, New York.Google Scholar
Cox, D. R. (1962) Renewal Theory. Wiley, New York.Google Scholar
Englund, G. (1979) A remainder term estimate for the normal approximation in classical occupancy. Royal Institute of Technology, Stockholm, Techn. Report TRITA–MAT–1979–10.Google Scholar
Loève, M. (1977) Probability Theory I, 4th edn. Springer-Verlag, New York.Google Scholar
Migai, N. T. and Nevzorov, V. B. (1976) Limit theorem for the first passage time of a certain level. Theory Prob. Appl. 21, 406410.Google Scholar
Petrov, V. V. (1975) Sums of Independent Random Variables. Springer-Verlag, Berlin.Google Scholar
Van Beek, P. (1972) An application of Fourier methods to the problem of sharpening the Berry–Esséen inequality. Z. Wahrscheinlichkeitsth. 23, 187196.Google Scholar