Convergence rates for record times and the associated counting process

Allan Gut

Stochastic Processes and their Applications, 1990, vol. 36, issue 1, 135-151

Abstract: 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.

Keywords: i.i.d.; random; variables; continuous; distribution; function; record; time; counting; process; inversion; strong; law; central; limit; theorem; remainder; term; estimate; law; of; the; iterated; logarithm; convergence; rate (search for similar items in EconPapers)
Date: 1990
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Citations: View citations in EconPapers (1)

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