On a joint strong approximation theorem for record and inter-record times
type: Item
instance of: scholarly article
title: On a joint strong approximation theorem for record and inter-record times
zbMATH Open document ID: 0596.60030
DOI: 10.1007/BF00354034
author: Dietmar Pfeifer
publication date: 1987-01-01T00:00:00Z
review text: We present a simple joint strong approximation for the logarithms of record and inter-record times from an exchangeable sequence, including an exact estimation of the rate of convergence in terms of upper and lower class functions of a Wiener process. The approach chosen allows for simple proofs of exact and asymptotic (joint) results for record and inter-record times, such as the law of large numbers (LLN), central limit theorem (CLT) and law of the iterated logarithm (LIL), and others.
Mathematics Subject Classification ID: 60F15
Mathematics Subject Classification ID: 60F05
zbMATH DE Number: 3960662
zbMATH Keywords: strong approximation
zbMATH Keywords: rate of convergence
zbMATH Keywords: upper and lower class functions of a Wiener process
zbMATH Keywords: law of large numbers
zbMATH Keywords: central limit theorem
zbMATH Keywords: law of the iterated logarithm
MaRDI profile type: Publication
cites work: Q3684929
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full work available at URL: https://doi.org/10.1007/bf00354034
OpenAlex ID: W1985742574
published in: Zeitschrift für Wahrscheinlichkeitstheorie und Verwandte Gebiete
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description: scientific article; zbMATH DE number 3960662