Strong approximations of k-th records and k-th record times by Wiener processes

DOI10.1007/BF00334037zbMath0621.60087MaRDI QIDQ1090008

Paul Deheuvels

Publication date: 1988

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

zbMATH Keywords

order statisticsextreme valueslaw of the iterated logarithminvariance principlescentral limit theoremlaws of large numbersrecord timesstrong approximations

Mathematics Subject Classification ID

Central limit and other weak theorems (60F05) Order statistics; empirical distribution functions (62G30) Strong limit theorems (60F15) Brownian motion (60J65) Functional limit theorems; invariance principles (60F17)

Related Items

Limit laws for \(K\)-record times ⋮ Strong Approximations For It-Records And Records In TheF^α-Scheme-A Duality ⋮ Records in the \(F^ \alpha\)-scheme. I: Martingale properties ⋮ Functional laws of the iterated logarithm for records ⋮ Unnamed Item ⋮ K-th Record Values and Their Basic Properties

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