Precise asymptotics for record times and the associated counting process
Precise asymptotics have been proved for sums like [summation operator]n=1[infinity]nr/p-2P(Sn[greater-or-equal, slanted][var epsilon]n1/p) as [var epsilon][downward right arrow]0, where {Sn, n[greater-or-equal, slanted]1} are partial sums i.i.d. random variables, and, more recently, for renewal counting processes and first passage time processes of random walks. The present paper is devoted to analogous results for the record times and the associated counting process of i.i.d. absolutely continuous random variables.
Year of publication: |
2002
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Authors: | Gut, Allan |
Published in: |
Stochastic Processes and their Applications. - Elsevier, ISSN 0304-4149. - Vol. 101.2002, 2, p. 233-239
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Publisher: |
Elsevier |
Keywords: | i.i.d. random variables Absolutely continuous Record times Counting process Strong laws |
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