CONVERGENCE-RATES FOR RECORD TIMES AND THE ASSOCIATED COUNTING PROCESS

被引：11

作者：

GUT, A

机构：

[1] Department of Mathematics, Uppsala University

来源：

STOCHASTIC PROCESSES AND THEIR APPLICATIONS | 1990年 / 36卷 / 01期

关键词：

central limit theorem; continuous distribution function; convergence rate; counting process; i.i.d. random variables; inversion; law of the iterated logarithm; record time; remainder term estimate; strong law;

D O I：

10.1016/0304-4149(90)90047-V

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 X1, X2,... be independent random variables with a common continuous distribution function. Rates of convergence in limit theorems for record times and the associated counting process are established. The proofs are based on inversion, a representation due to Williams and random walk methods. © 1990.

引用

页码：135 / 151

页数：17

共 21 条

[1]

[Anonymous], 1968, INTRO PROBABILITY TH

[2] ON THE RATE OF POISSON CONVERGENCE [J].