Accession Number:

ADA162868

Title:

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

Descriptive Note:

Technical rept.,

Corporate Author:

NORTH CAROLINA UNIV AT CHAPEL HILL DEPT OF STATISTICS

Personal Author(s):

Report Date:

1985-10-01

Pagination or Media Count:

15.0

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

Subject Categories:

  • Statistics and Probability

Distribution Statement:

APPROVED FOR PUBLIC RELEASE