Precise asymptotics in complete moment convergence of the associated counting process (Q2272026)
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| English | Precise asymptotics in complete moment convergence of the associated counting process |
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Precise asymptotics in complete moment convergence of the associated counting process (English)
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5 August 2009
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The usual objects of investigation in the context of precise asymptotics are asymptotics concerning probabilities. In this paper the authors establish corresponding results for expected values of the counting process associated with the sequence of record times, extending earlier ones for probabilities.
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precise asymptotics
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complete moment convergence
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the associated counting process
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record occurrence time
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