On a Joint Strong Approximation Theorem for Record and Inter-Record Times.

Abstract

This report presents a simple joint strong approximation for the logarithms of record and inter-record times from an exchangeable sequence, including an exact estimation for the rate of convergence in terms of upper and lower class functions of a Wiener process. The approach chosen here allows for simple proofs of exact and asymptotic (joint) results for record and inter-record times, such as the Law of Large Numbers, Central Limit Theorem and Law of the Interated Logarithm, and others. Keywords: Markov chains; Stochastic processes; Random variables. (Author)

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Document Details

Document Type
Technical Report
Publication Date
Oct 01, 1985
Accession Number
ADA162868

Entities

People

  • Dietmar Pfeifer

Organizations

  • University of North Carolina at Chapel Hill

Tags

DTIC Thesaurus Topics

  • Air Force
  • Air Force Facilities
  • Availability
  • Classification
  • Contracts
  • Convergence
  • Markov Chains
  • North Carolina
  • Notation
  • Numbers
  • Probability
  • Random Variables
  • Security
  • Sequences
  • Statistics
  • Stochastic Processes
  • Transitions

Fields of Study

  • Mathematics

Readers

  • Mathematical Modeling and Probability Theory.
  • Statistical inference.