Strong approximations of k-th records and k-th record times by Wiener processes (Q1090008): Difference between revisions

We develop several strong approximations for k-th records and k-th record times by Wiener processes. Our main result is that it is possible to approximate by the same Wiener process up to the almost sure rate O(log j), where j stands for the index of the observations, the k-th records, the logarithms of the k-th record times, and the logarithms of the k-th inter-record times. We also prove some limiting weak laws and obtain Berry-Esséen-type theorems for k-th record times.