Functional laws of the iterated logarithm for records (Q1890880)
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scientific article; zbMATH DE number 758081
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| English | Functional laws of the iterated logarithm for records |
scientific article; zbMATH DE number 758081 |
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Functional laws of the iterated logarithm for records (English)
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5 October 1995
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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.
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functional laws of the iterated logarithm
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record times
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record values
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invariance principle
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strong approximation
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0.8202083110809326
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0.8169641494750977
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0.8164169192314148
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