Invariance Principles for Paced Record Times and Applications

作者: Gratiane Ennadifi

DOI: 10.1023/A:1009927121278

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摘要: Let {Yn:n≥0} be a sequence of independent and identically distributed random variables with continuous distribution function, let {N(t):t≥0} point process. In this paper, making use strong invariance principles, we establish limit laws for the paced record process {X(t):t≥0} based on {N(t):t≥0}. We consider as applications our main results, case classical models. conclude by extensions theorems to non-homogeneous processes.

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