Cumulative record times in a Poisson process

DOI10.1080/17442500701841115zbMath1142.60041arXiv0712.3420OpenAlexW2067773850MaRDI QIDQ3498580

Charles M. Goldie, Rudolf Grübel

Publication date: 15 May 2008

Published in: Stochastics (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/0712.3420

zbMATH Keywords

functional central limit theoremstrong law of large numbersPoisson processrenewal processrecord valuealmost sure representations

Mathematics Subject Classification ID

Extreme value theory; extremal stochastic processes (60G70) Strong limit theorems (60F15) Functional limit theorems; invariance principles (60F17) Renewal theory (60K05)

Cites Work

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• The rank of the current lifetime
• On the number of iterations required by Von Neumann addition
• On the total time spent in records by a discrete uniform sequence
• Some Useful Functions for Functional Limit Theorems
• Probability with Martingales
• Perpetuities with thin tails

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