Precise asymptotics for record times and the associated counting process.

DOI10.1016/S0304-4149(02)00157-6zbMath1075.60055MaRDI QIDQ2574510

Allan Gut

Publication date: 29 November 2005

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

zbMATH Keywords

random variables

Mathematics Subject Classification ID

Extreme value theory; extremal stochastic processes (60G70) Point processes (e.g., Poisson, Cox, Hawkes processes) (60G55) Limit theorems in probability theory (60F99)

Related Items (8)

Limit theorems for counting variables based on records and extremes ⋮ Precise asymptotics for products of sums and \(U\)-statistics ⋮ A general law of precise asymptotics for the counting process of record times ⋮ The uniform convergence and precise asymptotics of generalized stochastic order statistics ⋮ Precise asymptotics for a type of order statistics ⋮ Precise asymptotics in the Baum-Katz and Davis law of large numbers for positively associated sequences ⋮ Precise asymptotics in complete moment convergence of the associated counting process ⋮ A Note on Rényi's ‘Record’ Problem and Engel's Series

Cites Work

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• Convergence rates for record times and the associated counting process
• A remark on the tail probability of a distribution
• Precise asymptotics in Spitzer's law of large numbers
• Precise asymptotics in the Baum-Katz and Davis laws of large numbers
• ON Rényi's “Record” Problem and Engel's Series
• A supplement to the strong law of large numbers
• Convergence Rates in the Law of Large Numbers
• Complete Convergence and the Law of Large Numbers
• On a Theorem of Hsu and Robbins
• Remark on my Paper "On a Theorem of Hsu and Robbins"

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