On a joint strong approximation theorem for record and inter-record times

DOI10.1007/BF00354034MaRDI QIDQ1078902zbMATH OpenOpenAlexFDO

Authors Dietmar Pfeifer

Publication date 1987

Published in Zeitschrift für Wahrscheinlichkeitstheorie und Verwandte Gebiete (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1007/bf00354034

zbMATH Keywords

central limit theoremlaw of large numberslaw of the iterated logarithmrate of convergencestrong approximationupper and lower class functions of a Wiener process

Mathematics Subject Classification ID

Central limit and other weak theorems (60F05) Strong limit theorems (60F15)

Review text

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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Cites work

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Cited in

(11)

• Strong approximations of k-th records and k-th record times by Wiener processes
• Limit laws for \(K\)-record times
• On record indices and record times
• Strong approximation of the number of renewal paced record times
• Functional laws of the iterated logarithm for records
• Sharp upper bounds for the mean residual waiting time of records
• scientific article; zbMATH DE number 3897933 (Why is no real title available?)
• scientific article; zbMATH DE number 3919456 (Why is no real title available?)
• Strong Approximations For It-Records And Records In TheF^α-Scheme-A Duality
• scientific article; zbMATH DE number 4113661 (Why is no real title available?)
• A note on Rényi's `record' problem and Engel's series

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