The weak convergence of regenerative processes using some excursion path decompositions
We consider regenerative processes with values in some general Polish space. We define their -big excursions as excursions such that , where is some given functional on the space of excursions which can be thought of as, e.g., the length or the height of . We establish a general condition that guarantees the convergence of a sequence of regenerative processes involving the convergence of -big excursions and of their endpoints, for all in a set whose closure contains . Finally, we provide...