Almost sure limit points of and the number of boundary crossings related to SLLN and LIL for record times, inter-record times and the number of record values (Q791986)

From MaRDI portal
Revision as of 18:28, 5 July 2023 by Importer (talk | contribs) (‎Created a new Item)
(diff) ← Older revision | Latest revision (diff) | Newer revision → (diff)
scientific article
Language Label Description Also known as
English
Almost sure limit points of and the number of boundary crossings related to SLLN and LIL for record times, inter-record times and the number of record values
scientific article

    Statements

    Almost sure limit points of and the number of boundary crossings related to SLLN and LIL for record times, inter-record times and the number of record values (English)
    0 references
    0 references
    1984
    0 references
    For a sequence \((X_ n,n\geq 0)\) of i.i.d. continuous random variables let (L(n),\(n\geq 0)\) and (\(\Delta\) (n),\(n\geq 0)\) be the corresponding sequences of record times and inter-record times, respectively. Let \(\mu\) (n) denote the frequency of record values among \(X_ 0,X_ 1,...,X_{n-1}\), \(n\geq 1\). Define the following random variables: \(Z_ 1(n)=(\log L(n)-n)(2n\) loglog n)\({}^{-1/2}\), \(Z_ 2(n)=(\log \Delta(n)-n)(2n\) loglog n)\({}^{-1/2}\), \(Z_ 3(n)=n(L^{1/n}(n)/e- 1)(2n\) loglog n)\({}^{-1/2}\), \(Z_ 4(n)=n(\Delta^{1/n}(n)/e-1)(2n\) loglog n)\({}^{-1/2}\), \(Z_ 5(n)=(\mu(n)-\log n)(2\) log n logloglog n)\({}^{-1/2}.\) The following result is established: Theorem 1: The set of all almost sure limit points of each of \(Z_ i(n)\), \(i=1,..5\), is the closed interval [-1,1]. There are also several theorems on the moments of the number of boundary crossings, e.g. E[\(\sum^{\infty}_{n=1}I_{(| \Delta^{1/n}(n)-e|>\delta)}]<\infty\), where \(\delta>0\), \(I_{(B)}\) is the indicator function of the set B and [\(\cdot]\) is the greatest integer function.
    0 references
    0 references
    record values
    0 references
    record times
    0 references
    inter-record times
    0 references
    number of boundary crossings
    0 references
    moments of the number of boundary crossings
    0 references