On a joint strong approximation theorem for record and inter-record times (Q1078902)
From MaRDI portal
scientific article
Language | Label | Description | Also known as |
---|---|---|---|
English | On a joint strong approximation theorem for record and inter-record times |
scientific article |
Statements
On a joint strong approximation theorem for record and inter-record times (English)
0 references
1987
0 references
We present a simple joint strong approximation for the logarithms of record and inter-record times from an exchangeable sequence, including an exact estimation of the rate of convergence in terms of upper and lower class functions of a Wiener process. The approach chosen allows for simple proofs of exact and asymptotic (joint) results for record and inter-record times, such as the law of large numbers (LLN), central limit theorem (CLT) and law of the iterated logarithm (LIL), and others.
0 references
strong approximation
0 references
rate of convergence
0 references
upper and lower class functions of a Wiener process
0 references
law of large numbers
0 references
central limit theorem
0 references
law of the iterated logarithm
0 references
0 references