Records from stationary observations subject to a random trend

DOI10.1239/aap/1449859805zbMath1333.60051OpenAlexW2209831167MaRDI QIDQ2786432

Raúl Gouet, Gerardo Sanz, F. Javier López

Publication date: 12 February 2016

Published in: Advances in Applied Probability (Search for Journal in Brave)

Full work available at URL: https://projecteuclid.org/euclid.aap/1449859805

zbMATH Keywords

strong convergenceasymptotic normalityrandom walkergodic theoremrandom trendstationary observationsrecord rate

Mathematics Subject Classification ID

Central limit and other weak theorems (60F05) Stationary stochastic processes (60G10) Extreme value theory; extremal stochastic processes (60G70) Sums of independent random variables; random walks (60G50) Strong limit theorems (60F15)

Related Items (5)

Record statistics of a strongly correlated time series: random walks and Lévy flights ⋮ On the longest gap between power-rate arrivals ⋮ Record statistics for a discrete-time random walk with correlated steps ⋮ Time since maximum of Brownian motion and asymmetric Lévy processes ⋮ Exact and asymptotic properties of δ-records in the linear drift model

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