On a joint strong approximation theorem for record and inter-record times

DOI10.1007/BF00354034zbMath0596.60030OpenAlexW1985742574MaRDI QIDQ1078902

Dietmar Pfeifer

Publication date: 1987

Published in: Probability Theory and Related Fields (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/bf00354034

zbMATH Keywords

rate of convergencelaw of large numberslaw of the iterated logarithmcentral limit theoremstrong approximationupper and lower class functions of a Wiener process

Mathematics Subject Classification ID

Central limit and other weak theorems (60F05) Strong limit theorems (60F15)

Related Items (7)

Limit laws for \(K\)-record times ⋮ Strong Approximations For It-Records And Records In TheF^α-Scheme-A Duality ⋮ Strong approximations of k-th records and k-th record times by Wiener processes ⋮ On record indices and record times ⋮ Strong approximation of the number of renewal paced record times ⋮ Functional laws of the iterated logarithm for records ⋮ A Note on Rényi's ‘Record’ Problem and Engel's Series

Cites Work

• Unnamed Item
• Unnamed Item
• Unnamed Item
• The complete characterization of the upper and lower class of the record and inter-record times of an I.I.D. sequence
• ON Rényi's “Record” Problem and Engel's Series
• A note on record times
• Record Times
• Extremal processes and record value times
• Waitingtimes between record observations
• A note on the waiting times between record observations
• On outstanding values in a sequence of random variables
• On the law of the iterated logarithm for inter-record times
• A limit theorem for inter-record times
• On record values and record times

This page was built for publication: On a joint strong approximation theorem for record and inter-record times