A CLT for renewal processes with a finite set of interarrival distributions
We prove a central limit theorem for a renewal process based on a sequence of independent non-negative interarrival times whose distributions are taken from a finite set. The result extends the classical central limit theorem obtained by Takács (1956).
Year of publication: |
2010
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---|---|
Authors: | Spataru, Aurel |
Published in: |
Statistics & Probability Letters. - Elsevier, ISSN 0167-7152. - Vol. 80.2010, 21-22, p. 1680-1683
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Publisher: |
Elsevier |
Keywords: | Renewal process Finitely inhomogeneous random walk Central limit theorem |
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