A note on the convergence of renewal and regenerative processes to a Brownian bridge

Details A note on the convergence of renewal and regenerative processes to a Brownian bridge A note on the convergence of renewal and regenerative processes to a Brownian bridge

2007-08-27

arxiv.org/abs/0708.3667v1

Mathematics

Probability

7 pages

Scientific paper

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.

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