Convergence rates for record times and the associated counting process

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.

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Year of publication:	1990
Authors:	Gut, Allan
Published in:	Stochastic Processes and their Applications. - Elsevier, ISSN 0304-4149. - Vol. 36.1990, 1, p. 135-151
Publisher:	Elsevier
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

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Type of publication:	Article
Source:	RePEc - Research Papers in Economics

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