Limit laws for \(K\)-record times

DOI10.1016/0378-3758(94)90012-4zbMath0802.60027OpenAlexW2090008796MaRDI QIDQ1329703

Paul Deheuvels, Valeriĭ Borisovich Nevzorov

Publication date: 15 December 1994

Published in: Journal of Statistical Planning and Inference (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/0378-3758(94)90012-4

zbMATH Keywords

functional laws of the iterated logarithmorder statisticstrong laws of large numbersindependent variablesrecord timesstrong invariance principlesmartingale propertiesindicator variables

Mathematics Subject Classification ID

Martingales with discrete parameter (60G42) Central limit and other weak theorems (60F05) Order statistics; empirical distribution functions (62G30) Extreme value theory; extremal stochastic processes (60G70) Strong limit theorems (60F15) Functional limit theorems; invariance principles (60F17)

Related Items (6)

Strong Approximations For It-Records And Records In TheF^α-Scheme-A Duality ⋮ Strong approximation of the number of renewal paced record times ⋮ Some asymptotic results for the number of generalized records ⋮ On the history of the St. Petersburg school of probability and statistics. III: Distributions of functionals of processes, stochastic geometry, and extrema ⋮ Prediction of record values ⋮ An Estimator of the Exponent of Regular Variation Based on K-Record Values

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