A central limit theorem by remainder term for renewal processes

Citation
L. Roginsky, Allen, A central limit theorem by remainder term for renewal processes, Advances in applied probability , 24(2), 1992, pp. 267-287
ISSN journal
00018678
Volume
24
Issue
2
Year of publication
1992
Pages
267 - 287
Database
ACNP
SICI code
Abstract
Three different definitions of the renewal processes are considered. For each of them, a central limit theorem with a remainder term is proved. The random variables that form the renewal processes are independent but not necessarily identically distributed and do not have to be positive. The results obtained in this paper improve and extend the central limit theorems obtained by Ahmad (1981) and Niculescu and Omey (1985).