Precise asymptotics for record times and the associated counting process. (Q2574510)
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English | Precise asymptotics for record times and the associated counting process. |
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Precise asymptotics for record times and the associated counting process. (English)
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29 November 2005
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Let \( X_1, X_2,\dots , \) be i.i.d.\ absolutely continuous random variables, \(L_n\) be their record times, i.e.\ \(L_1=1,\, L_n = \min \{k: X_k > X_{L(n-1)}\},\, n\geq 2, \) and \(\mu (n)\) be the associated counting process of records, \(\mu (n) = \max \{k: L(k) \leq n\}.\) A precise asymptotics is proved for infinite sums of type \(\sum \frac {(\log n)^\delta }{n} P(| \mu (n) - \log n | > \varepsilon (\log n)^{1/p})\), respectively of type \(\sum \frac {(\log n)^\delta }{n} P(| \log L(n) - n| > \varepsilon (\log n)^{1/p} )\) with properly chosen \(\delta \) and \(p\). In the proofs the author's previous results on convergence rates for record times and associated counting processes are utilized.
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random variables
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