On Record and Inter-Record Times for a Sequence of Random Variables Defined on a Markov Chain.

Abstract

A strong law of large numbers, a central limit theorem, and a law of iterated logarithm are presented for m-record times and inter-m-record times of a sequence of random variables defined on a finite Markov chain. This generalization of Renyi's work on discrete record times is furhter extended to the continuous times until and between successive m-records when sampling at Poisson points, thus generalizing the work of Pickands on m-record and inter-m-record times. (Author)

Document Details

Document Type
Technical Report
Publication Date
Oct 30, 1973
Accession Number
AD0771451

Entities

People

  • Gary Lee Guthrie
  • Paul T. Holmes

Organizations

  • Clemson University

Tags

DTIC Thesaurus Topics

  • Markov Chains
  • Mathematics
  • Probability
  • Random Variables
  • Sampling
  • Sequences

Fields of Study

  • Mathematics

Readers

  • Mathematical Modeling and Probability Theory.
  • Statistical inference.