The central limit problem for, infinite products of, and Lévy processes of renewal sequences

Bert Fristedt

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Abstract

Necessary and sufficient conditions are obtained for: (i) convergence of row products from a null triangular array of renewal sequences to a particular renewal sequence and (ii) convergence of an infinite product of renewal sequences to a non-trivial limit. These products correspond to intersections of regenerative phenomena of integers. Lévy processes of such regenerative phenomena are constructed.

Original languageEnglish (US)
Pages (from-to)479-507
Number of pages29
JournalZeitschrift für Wahrscheinlichkeitstheorie und Verwandte Gebiete
Volume58
Issue number4
DOIs
StatePublished - Dec 1 1981

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