IDEAS home Printed from https://ideas.repec.org/a/eee/spapps/v198y2026ics0304414926000748.html

Limit theorems for decoupled renewal processes

Author

Listed:
  • Dong, Congzao
  • Feshchenko, Iryna
  • Iksanov, Alexander

Abstract

The decoupled standard random walk is a sequence of independent random variables (S^n)n≥1, in which S^n has the same distribution as the position at time n of a standard random walk with nonnegative jumps. Denote by N^(t) the number of elements of the decoupled standard random walk which do not exceed t. The random process (N^(t))t≥0 is called decoupled renewal process. Under the assumption that t↦P{S^1>t} is regularly varying at infinity of nonpositive index larger than −1 we prove a functional central limit theorem in the Skorokhod space equipped with the J1-topology for the decoupled renewal processes, properly scaled, centered and normalized. Also, under the assumption that t↦P{S^1>t} is regularly varying at infinity of index −α, α ∈ [0, 1) ∪ (1, 2) or the distribution of S^1 belongs to the domain of attraction of a normal distribution we prove a law of the iterated or single logarithm for N^(t), again properly normalized and centered. As an application, we obtain a law of the single logarithm for the number of atoms of a determinantal point process with the Mittag-Leffler kernel, which lie in expanding discs.

Suggested Citation

  • Dong, Congzao & Feshchenko, Iryna & Iksanov, Alexander, 2026. "Limit theorems for decoupled renewal processes," Stochastic Processes and their Applications, Elsevier, vol. 198(C).
  • Handle: RePEc:eee:spapps:v:198:y:2026:i:c:s0304414926000748
    DOI: 10.1016/j.spa.2026.104942
    as

    Download full text from publisher

    File URL: http://www.sciencedirect.com/science/article/pii/S0304414926000748
    Download Restriction: Full text for ScienceDirect subscribers only

    File URL: https://libkey.io/10.1016/j.spa.2026.104942?utm_source=ideas
    LibKey link: if access is restricted and if your library uses this service, LibKey will redirect you to where you can use your library subscription to access this item
    ---><---

    As the access to this document is restricted, you may want to

    for a different version of it.

    More about this item

    Keywords

    ;
    ;
    ;
    ;

    Statistics

    Access and download statistics

    Corrections

    All material on this site has been provided by the respective publishers and authors. You can help correct errors and omissions. When requesting a correction, please mention this item's handle: RePEc:eee:spapps:v:198:y:2026:i:c:s0304414926000748. See general information about how to correct material in RePEc.

    If you have authored this item and are not yet registered with RePEc, we encourage you to do it here. This allows to link your profile to this item. It also allows you to accept potential citations to this item that we are uncertain about.

    We have no bibliographic references for this item. You can help adding them by using this form .

    If you know of missing items citing this one, you can help us creating those links by adding the relevant references in the same way as above, for each refering item. If you are a registered author of this item, you may also want to check the "citations" tab in your RePEc Author Service profile, as there may be some citations waiting for confirmation.

    For technical questions regarding this item, or to correct its authors, title, abstract, bibliographic or download information, contact: Catherine Liu (email available below). General contact details of provider: http://www.elsevier.com/wps/find/journaldescription.cws_home/505572/description#description .

    Please note that corrections may take a couple of weeks to filter through the various RePEc services.

    IDEAS is a RePEc service. RePEc uses bibliographic data supplied by the respective publishers.