Sankhya: The Indian Journal of Statistics

1994, Volume 56, Series A, Pt. 2 , pp. 375--378

A NEW PROOF OF THE INVARIANCE PRINCIPLE FOR RENEWAL PROCESSES

By

HANQIN ZHANG and GUANG-HUI HSU, Academia Sinica

SUMMARY. In this note, we present a new methodology for proving the invariance principle of renewal processes.

AMS(1980) subject classification. Primary 60F17; secondary 60K05.

Key words and phrases. Renewal process, Skorohod embedding Theorem, Wiener process.

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