On the number of boundary crossings related to LIL and SLLN for record values and partial maxima of i.i.d. sequences and extremes of uniform spacings

DOI10.1016/0304-4149(92)90065-XMaRDI QIDQ1201896zbMATH OpenFDO

Authors S. S. Nayak, K. S. Wali

Publication date 17 January 1993

Published in Stochastic Processes and their Applications (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1016/0304-4149(92)90065-X

zbMATH Keywords

boundary crossingslaws of the iterated logarithmpartial maximasequence of record values

Mathematics Subject Classification ID

Strong limit theorems (60F15) Extreme value theory; extremal stochastic processes (60G70)

Review text

The moments of the random variables (r.v.) associated with the number of boundary crossings have been considered with respect to (1) the laws of the iterated logarithm for record values and extremes of uniform spacings and (2) the SLLN for partial maxima of i.i.d. r.v.s. The convergence/non- convergence of the moments of these r.v.s have been examined. Further, by applying a result due to \textit{C. M. Deo} [J. Appl. Probab. 10, 402-408 (1973; Zbl 0273.60018)], the set of all a.s. limit points have been obtained for the normalized sequence of record values considered in (1).

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Cites work

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Cited in

(3)

• scientific article; zbMATH DE number 4042952 (Why is no real title available?)
• Almost sure limit points of record values from two independent populations
• Almost sure limit points of and the number of boundary crossings related to SLLN and LIL for record times, inter-record times and the number of record values

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