FUNCTIONAL LAWS OF THE ITERATED LOGARITHM FOR RECORDS

被引：1

作者：

IMLAHI, A ^{[1
]}

机构：

[1] KING ABDULAZIZ UNIV,FAC SCI,DEPT MATH,TETOUAN,MOROCCO

来源：

JOURNAL OF STATISTICAL PLANNING AND INFERENCE | 1995年 / 45卷 / 1-2期

关键词：

RECORD TIMES; RECORD VALUES; FUNCTIONAL LAWS; ITERATED LOGARITHM;

D O I：

10.1016/0378-3758(94)00072-7

中图分类号：

O21 [概率论与数理统计]; C8 [统计学];

学科分类号：

020208 ; 070103 ; 0714 ;

摘要：

In this paper we establish functional laws of the iterated logarithm for k-th record times and k-th record values. Our method rely in part on invariance principles of record times and record values due to Deheuvels (Probab. Theory Related Fields 77 (1988) 195-209) and in part on functional laws of the iterated logarithm due to Chan et al. (Canad. J. Statist. 6 (1) (1978) 57-75).

引用

页码：215 / 224

页数：10

共 50 条

[1] ON FUNCTIONAL LAWS OF THE ITERATED LOGARITHM
HUGGINS, RM
[J]. ZEITSCHRIFT FUR WAHRSCHEINLICHKEITSTHEORIE UND VERWANDTE GEBIETE, 1985, 69 (02): : 243 - 250
[2] Random fractal functional laws of the iterated logarithm
Deheuvels, P
Mason, DM
[J]. STUDIA SCIENTIARUM MATHEMATICARUM HUNGARICA, 1998, 34 (1-3) : 89 - 106
[3] FUNCTIONAL LAWS OF THE ITERATED LOGARITHM FOR BIVARIATE SUMS
VASUDEVA, R
[J]. STOCHASTIC PROCESSES AND THEIR APPLICATIONS, 1984, 18 (02) : 207 - 207
[4] FUNCTIONAL LAWS OF THE ITERATED LOGARITHM FOR BIVARIATE SUMS
VASUDEVA, R
[J]. SANKHYA-THE INDIAN JOURNAL OF STATISTICS SERIES A, 1987, 49 : 232 - 247
[5] TRANSFORMATIONS IN FUNCTIONAL ITERATED LOGARITHM LAWS AND REGULAR VARIATION
VERVAAT, W
[J]. PROBABILITY THEORY AND RELATED FIELDS, 1990, 87 (01) : 121 - 128
[6] Generalized laws of the iterated logarithm
Gut, A
Petrov, VV
[J]. COMMUNICATIONS IN STATISTICS-THEORY AND METHODS, 2003, 32 (09) : 1685 - 1693
[7] Laws of the iterated logarithm for a class of iterated processes
Nane, Erkan
[J]. STATISTICS & PROBABILITY LETTERS, 2009, 79 (16) : 1744 - 1751
[8] Laws of the iterated logarithm for iterated Wiener processes
Hu, Y
PierreLotiViaud, D
Shi, Z
[J]. JOURNAL OF THEORETICAL PROBABILITY, 1995, 8 (02) : 303 - 319
[9] Stochastic Functional Laws of the Iterated Logarithm with Applications to Learning and Control
Chen, Xinjia
[J]. UNMANNED SYSTEMS TECHNOLOGY XXI, 2019, 11021
[10] FUNCTIONAL LAWS OF THE ITERATED LOGARITHM FOR THE INCREMENTS OF EMPIRICAL AND QUANTILE PROCESSES
DEHEUVELS, P
MASON, DM
[J]. ANNALS OF PROBABILITY, 1992, 20 (03): : 1248 - 1287

← 1 2 3 4 5 →