Functional laws of the iterated logarithm for records
From MaRDI portal
Publication:1890880
DOI10.1016/0378-3758(94)00072-7zbMath0822.60027OpenAlexW1974675381WikidataQ126471610 ScholiaQ126471610MaRDI QIDQ1890880
Publication date: 5 October 1995
Published in: Journal of Statistical Planning and Inference (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/0378-3758(94)00072-7
record valuesfunctional laws of the iterated logarithminvariance principlestrong approximationrecord times
Extreme value theory; extremal stochastic processes (60G70) Functional limit theorems; invariance principles (60F17)
Cites Work
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- On a joint strong approximation theorem for record and inter-record times
- Strong approximations of k-th records and k-th record times by Wiener processes
- Limit laws for record values
- Record values and maxima
- Record values and inter-record times
- Records
- Characterizations of exponential distributions by independent non-stationary record increments
- The complete characterization of the upper and lower class of the record and inter-record times of an I.I.D. sequence
- ON Rényi's “Record” Problem and Engel's Series
- A note on record times
- Strassen type limit points for moving averages of a wiener process
- Breaking Records and Breaking Boards
- Record Times
- An invariance principle for the law of the iterated logarithm
- A note on the waiting times between record observations
- On outstanding values in a sequence of random variables
- On the law of the iterated logarithm for inter-record times
- A limit theorem for inter-record times
- On record values and record times