STRONG APPROXIMATION OF THE NUMBER OF RENEWAL PACED RECORD TIMES

被引：1
作者：
ENNADIFI, G
机构：
[1] UNIV LYON 1,F-75252 PARIS 05,FRANCE
[2] UNIV PARIS 06,LSTA,F-75252 PARIS 05,FRANCE
[3] CNRS,URA 1321,F-75700 PARIS,FRANCE
来源：
JOURNAL OF STATISTICAL PLANNING AND INFERENCE | 1995年 / 45卷 / 1-2期
关键词：
RECORD VALUES; RECORD TIMES; INTER-RECORD TIMES; RENEWAL PROCESS; MARKOV PROCESS; STRONG APPROXIMATIONS;
D O I：
10.1016/0378-3758(94)00066-2
中图分类号：
O21 [概率论与数理统计]; C8 [统计学];
学科分类号：
020208 ; 070103 ; 0714 ;
摘要：
Let {Y-n, n greater than or equal to 0} be a sequence of independent and identically distributed random variables with continuous distribution function, and let {N(T), T greater than or equal to 0} be a renewal process independent of {Y-n n greater than or equal to 0}. We consider the process {H(T), T greater than or equal to 0} of the number of record times until time T of the renewal paced record process {X(T), T greater than or equal to 0} based on {Y-n, n greater than or equal to 0} and {N(T), T greater than or equal to 0}. We establish a strong invariance principle, and limit laws related to {H(T), T greater than or equal to 0}.
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页码：113 / 132
页数：20
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