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On the exact order of normal approximation in multivariate renewal theory
Published online by Cambridge University Press: 14 July 2016
Abstract
Equivalence of rates of convergence in the central limit theorem for the vector of maximum sums and the corresponding first-passage variables is established. A similar result for the vector of partial sums and the corresponding renewal variables is also given. The results extend to several dimensions the bivariate results of Ahmad (1981).
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- Copyright © Applied Probability Trust 1985
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