On a joint strong approximation theorem for record and inter-record times (Q1078902)
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scientific article; zbMATH DE number 3960662
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| English | On a joint strong approximation theorem for record and inter-record times |
scientific article; zbMATH DE number 3960662 |
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On a joint strong approximation theorem for record and inter-record times (English)
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1987
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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.
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strong approximation
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rate of convergence
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upper and lower class functions of a Wiener process
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law of large numbers
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central limit theorem
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law of the iterated logarithm
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0.8864015
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0.8813561
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