Regenerative Strong Approximation
A method for approximating the cumulative path of a regenerative process by Brownian motion or a Gaussian process, constructing a coupled Gaussian process over the entire time interval and providing error control in the almost-sure sense.
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Combining this with regenerative strong approximation, the paper obtains a Gaussian approximation using an observable block-variance estimate.
Regenerative strong approximation refers to approximating the cumulative path of a regenerative process with a Brownian motion or Gaussian process and providing error control in the almost sure sense.
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Combining this with regenerative strong approximation, the paper obtains a Gaussian approximation using an observable block-variance estimate.
50%UnverifiedRegenerative strong approximation refers to approximating the cumulative path of a regenerative process with a Brownian motion or Gaussian process and providing error control in the almost sure sense.
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