Functional laws of the iterated logarithm for records (Q1890880)
From MaRDI portal
 | This is the item page for this Wikibase entity, intended for internal use and editing purposes. Please use this page instead for the normal view: Functional laws of the iterated logarithm for records |
scientific article; zbMATH DE number 758081
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Functional laws of the iterated logarithm for records |
scientific article; zbMATH DE number 758081 |
Statements
Functional laws of the iterated logarithm for records (English)
0 references
5 October 1995
0 references
Functional laws of the iterated logarithm are proved for \(k\)-th record times as well as for record values. Key tools are the corresponding strong approximation theorems developed by \textit{P. Deheuvels} [Probab. Theory Relat. Fields 77, No. 2, 195-209 (1988; Zbl 0621.60087)] in combination with a modified version of a theorem of \textit{A. H. C. Chan, M. Csörgő} and \textit{P. Révész} [Can. J. Stat. 6, 57-75 (1978; Zbl 0387.60040)] on Strassen type limit points for moving averages of a Wiener process.
0 references
functional laws of the iterated logarithm
0 references
record times
0 references
record values
0 references
invariance principle
0 references
strong approximation
0 references
0 references
0 references
