On the law of the iterated logarithm for inter-record times
- 1 April 1970
- journal article
- research article
- Published by Cambridge University Press (CUP) in Journal of Applied Probability
- Vol. 7 (02) , 432-439
- https://doi.org/10.1017/s0021900200034999
Abstract
Let X 1, X2, X 3 , ··· be independent, identically distributed random variables on a probability space (Ω, F, P); and with a continuous distribution function. Let the sequence of indices {Vr } be defined as Also define The following theorem is due to Renyi [5].Keywords
This publication has 3 references indexed in Scilit:
- A note on the waiting times between record observationsJournal of Applied Probability, 1969
- On outstanding values in a sequence of random variablesProbability Theory and Related Fields, 1969
- Waitingtimes between record observationsJournal of Applied Probability, 1967