Functional laws of the iterated logarithm for records
type: Item
instance of: scholarly article
title: Functional laws of the iterated logarithm for records
zbMATH Open document ID: 0822.60027
DOI: 10.1016/0378-3758(94)00072-7
published in: Journal of Statistical Planning and Inference
publication date: 1995-10-05T00:00:00Z
review text: Functional laws of the iterated logarithm are proved for \(k\)-th record times as well as for record values. Key tools are the corresponding strong approximation theorems developed by \textit{P. Deheuvels} [Probab. Theory Relat. Fields 77, No. 2, 195-209 (1988; Zbl 0621.60087)] in combination with a modified version of a theorem of \textit{A. H. C. Chan, M. Csörgő} and \textit{P. Révész} [Can. J. Stat. 6, 57-75 (1978; Zbl 0387.60040)] on Strassen type limit points for moving averages of a Wiener process.
Mathematics Subject Classification ID: 60F17
Mathematics Subject Classification ID: 60G70
zbMATH DE Number: 758081
zbMATH Keywords: functional laws of the iterated logarithm
zbMATH Keywords: record times
zbMATH Keywords: record values
zbMATH Keywords: invariance principle
zbMATH Keywords: strong approximation
author: Abdelouahid Imlahi
reviewed by: J. G. Steinebach
MaRDI profile type: Publication
full work available at URL: 0378-3758(94)00072-7
OpenAlex ID: W1974675381
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Wikidata QID: Q126471610
description: scientific article; zbMATH DE number 758081