Invariance principles for paced record times and applications

DOI10.1023/A:1009927121278zbMATH Open0955.60048OpenAlexW33667167MaRDI QIDQ1582513

Gratiane Ennadifi

Publication date: 11 October 2000

Published in: Extremes (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1023/a:1009927121278

zbMATH Keywords

Markov chainsWiener processespoint processesrenewal processesPoisson processesrecord timesstrong approximationsinter-record timesbirth processesstopped sums

Mathematics Subject Classification ID

Extreme value theory; extremal stochastic processes (60G70) Functional limit theorems; invariance principles (60F17) Point processes (e.g., Poisson, Cox, Hawkes processes) (60G55) Renewal theory (60K05)

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