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Strong Approximations For It-Records And Records In The Fagr-Scheme-A Duality 

Author: Gratiane Ennadifi a
Affiliation:   a Universiteacute Claude Bernard-Lyon 1, France
DOI: 10.1080/02331889808802646
Publication Frequency: 6 issues per year
Published in: journal Statistics, Volume 31, Issue 4 1998 , pages 359 - 382
Formats available: PDF (English)
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Abstract

A duality is made explicit between K-records of i.i.d sequences of observations and records in the Fagr-scheme. Via the Sakhanenko Lemma, we establish strong invariance principles for partial sums ./GSTA_A_8802646_O_XML_IMAGES/GSTA_A_8802646_O_ILM0001.gif  of independent random variables. We consider as applications of our main results the case of K-records. Afterwards, by making use of strong approximations of Markov chains, we establish invariance principles for records in a dual model: the Fagr-scheme. For both models limit results related to numbers of records are given.
Keywords: Record times; records; Markov chains; strong approximations; Poisson processes; Wiener processes
AMS 1991 Classifications: 62G20; 60F17; 60G70; 60G50; 62G30; 60G55
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