English

Limit theorems for decoupled renewal processes

Probability 2025-10-28 v1

Abstract

The decoupled standard random walk is a sequence of independent random variables (S^n)n1(\hat S_n)_{n\geq 1}, in which S^n\hat S_n has the same distribution as the position at time nn of a standard random walk with nonnegative jumps. Denote by N^(t)\hat N(t) the number of elements of the decoupled standard random walk which do not exceed tt. The random process (N^(t))t0(\hat N(t))_{t\geq 0} is called decoupled renewal process. Under the assumption that tP{S^1>t}t\mapsto \mathbb{P}\{\hat S_1>t\} is regularly varying at infinity of nonpositive index larger than 1-1 we prove a functional central limit theorem in the Skorokhod space equipped with the J1J_1-topology for the decoupled renewal processes, properly scaled, centered and normalized. Also, under the assumption that tP{S^1>t}t\mapsto \mathbb{P}\{\hat S_1>t\} is regularly varying at infinity of index α-\alpha, α[0,1)(1,2)\alpha\in [0,1)\cup (1,2) or the distribution of S^1\hat S_1 belongs to the domain of attraction of a normal distribution we prove a law of the iterated or single logarithm for N^(t)\hat N(t), again properly normalized and centered. As an application, we obtain a law of the single logarithm for the number of atoms of a determinantal point process with the Mittag-Leffler kernel, which lie in expanding discs.

Keywords

Cite

@article{arxiv.2510.22847,
  title  = {Limit theorems for decoupled renewal processes},
  author = {Congzao Dong and Iryna Feshchenko and Alexander Iksanov},
  journal= {arXiv preprint arXiv:2510.22847},
  year   = {2025}
}

Comments

15 pages, submitted for publication

R2 v1 2026-07-01T07:06:50.281Z