Details
| Originalsprache | Englisch |
|---|---|
| Seiten (von - bis) | 157-174 |
| Seitenumfang | 18 |
| Fachzeitschrift | STOCHASTICS |
| Jahrgang | 80 |
| Ausgabenummer | 2-3 |
| Publikationsstatus | Veröffentlicht - 1 Apr. 2008 |
Abstract
We obtain a strong law of large numbers and a functional central limit theorem, as t, for the number of records up to time t and the Lebesgue measure (length) of the subset of the time interval [0, t] during which the Poisson process is in a record lifetime.
ASJC Scopus Sachgebiete
- Mathematik (insg.)
- Statistik und Wahrscheinlichkeit
- Mathematik (insg.)
- Modellierung und Simulation
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in: STOCHASTICS, Jahrgang 80, Nr. 2-3, 01.04.2008, S. 157-174.
Publikation: Beitrag in Fachzeitschrift › Artikel › Forschung › Peer-Review
}
TY - JOUR
T1 - Cumulative record times in a Poisson process
AU - Goldie, Charles M.
AU - Grübel, Rudolf
PY - 2008/4/1
Y1 - 2008/4/1
N2 - We obtain a strong law of large numbers and a functional central limit theorem, as t, for the number of records up to time t and the Lebesgue measure (length) of the subset of the time interval [0, t] during which the Poisson process is in a record lifetime.
AB - We obtain a strong law of large numbers and a functional central limit theorem, as t, for the number of records up to time t and the Lebesgue measure (length) of the subset of the time interval [0, t] during which the Poisson process is in a record lifetime.
KW - Almost sure representations
KW - Functional central limit theorem
KW - Poisson process
KW - Record value
KW - Renewal process
KW - Strong law of large numbers
UR - http://www.scopus.com/inward/record.url?scp=40249106565&partnerID=8YFLogxK
U2 - 10.48550/arXiv.0712.3420
DO - 10.48550/arXiv.0712.3420
M3 - Article
AN - SCOPUS:40249106565
VL - 80
SP - 157
EP - 174
JO - STOCHASTICS
JF - STOCHASTICS
SN - 1744-2508
IS - 2-3
ER -