Strong Approximations For It-Records And Records In The F
-Scheme-A Duality
Author:
Gratiane Ennadifi a
| Affiliation: | a Universit Claude Bernard-Lyon 1, France |
DOI:
10.1080/02331889808802646
Publication Frequency:
6 issues per year
Subjects:
Mathematical Statistics;
Statistical Theory & Methods;
Statistics;
Statistics for the Biological Sciences;
Stochastic Models & Processes;
Formats available:
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(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 F
-scheme. Via the Sakhanenko Lemma, we establish strong invariance principles for partial sums 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 F -scheme. For both models limit results related to numbers of records are given.
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| Keywords: Record times; records; Markov chains; strong approximations; Poisson processes; Wiener processes |
| AMS 1991 Classifications: 62G20; 60F17; 60G70; 60G50; 62G30; 60G55 |
| view references (38) |

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Claude Bernard-Lyon 1, France
-scheme. Via the Sakhanenko Lemma, we establish strong invariance principles for partial sums 
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