On a weighted embedding for generalized pontograms
نویسنده
چکیده
A weighted embedding for the generalized pontogram {Kn(t): 06t61} corresponding pointwise to a renewal process {N (s): 06s¡∞} via Kn(t)=n−1=2(N (nt)− tN (n)) is studied in this paper. After proper normalization, weak convergence results for the processes {Kn(t): 06t61} are derived both in sup-norm as well as in Lp-norm. These results are suggested to serve as asymptotic testing devices for detecting changes in the intensity of the underlying renewal process. c © 2000 Elsevier Science B.V. All rights reserved. MSC: Primary 69F17; secondary 60F05; 60K05; 62E20
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