Cumulative record times in a Poisson process

Research output: Contribution to journal › Article › Research › peer review

Authors

  • Charles M. Goldie
  • Rudolf Grübel

Research Organisations

External Research Organisations

  • University of Sussex
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Details

Original languageEnglish
Pages (from-to)157-174
Number of pages18
JournalSTOCHASTICS
Volume80
Issue number2-3
Publication statusPublished - 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.

Keywords

    Almost sure representations, Functional central limit theorem, Poisson process, Record value, Renewal process, Strong law of large numbers

ASJC Scopus subject areas

Cite this

Cumulative record times in a Poisson process. / Goldie, Charles M.; Grübel, Rudolf.
In: STOCHASTICS, Vol. 80, No. 2-3, 01.04.2008, p. 157-174.

Research output: Contribution to journal › Article › Research › peer review

Goldie CM, Grübel R. Cumulative record times in a Poisson process. STOCHASTICS. 2008 Apr 1;80(2-3):157-174. doi: 10.48550/arXiv.0712.3420, 10.1080/17442500701841115
Goldie, Charles M. ; Grübel, Rudolf. / Cumulative record times in a Poisson process. In: STOCHASTICS. 2008 ; Vol. 80, No. 2-3. pp. 157-174.
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