Abstract
Motivated by our earlier work on change-point analysis we prove a number of limit theorems for increments of renewal counting processes, or the corresponding first passage times. The starting point of the increments is deterministic as well as random, a typical example being the first stopping time to detect a change-point of some (continuously) observed process.
Sign-in/Register to access full text options 
Talk to us
Join us for a 30 min session where you can share your feedback and ask us any queries you have
Schedule a callDisclaimer: All third-party content on this website/platform is and will remain the property of their respective owners and is provided on "as is" basis without any warranties, express or implied. Use of third-party content does not indicate any affiliation, sponsorship with or endorsement by them. Any references to third-party content is to identify the corresponding services and shall be considered fair use under The CopyrightLaw.
