Functional laws of the iterated logarithm for records (Q1890880)

From MaRDI portal
scientific article
Language Label Description Also known as
English
Functional laws of the iterated logarithm for records
scientific article

    Statements

    Functional laws of the iterated logarithm for records (English)
    0 references
    5 October 1995
    0 references
    Functional laws of the iterated logarithm are proved for \(k\)-th record times as well as for record values. Key tools are the corresponding strong approximation theorems developed by \textit{P. Deheuvels} [Probab. Theory Relat. Fields 77, No. 2, 195-209 (1988; Zbl 0621.60087)] in combination with a modified version of a theorem of \textit{A. H. C. Chan, M. Csörgő} and \textit{P. Révész} [Can. J. Stat. 6, 57-75 (1978; Zbl 0387.60040)] on Strassen type limit points for moving averages of a Wiener process.
    0 references
    0 references
    functional laws of the iterated logarithm
    0 references
    record times
    0 references
    record values
    0 references
    invariance principle
    0 references
    strong approximation
    0 references
    0 references
    0 references