Invariance principles for paced record times and applications (Q1582513)
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scientific article; zbMATH DE number 1516504
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Invariance principles for paced record times and applications |
scientific article; zbMATH DE number 1516504 |
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Invariance principles for paced record times and applications (English)
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11 October 2000
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This paper aims to establish invariance principles for the counting process of record times, for the classical model as well as for the paced record model when the counting process verifies the general invariance principle. The ``paced record process'' is the accumulated number of claim records. The approach is based upon strong invariance principles for counting processes since sometimes they also allow to obtain invariance principles for the corresponding arrival-times processes. The authors conclude by extensions of their theorems to non-homogeneous record processes.
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record times
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inter-record times
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Markov chains
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point processes
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renewal processes
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Poisson processes
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birth processes
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stopped sums
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strong approximations
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Wiener processes
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0.7977376
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0.7886505
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