Cumulative record times in a Poisson process
| dc.creator | Goldie, Charles M. | |
| dc.creator | Grübel, Rudolf | |
| dc.date | 2007-12-20 | |
| dc.date.accessioned | 2026-07-07T08:51:49Z | |
| dc.date.available | 2026-07-07T08:51:49Z | |
| dc.description | We obtain a strong law of large numbers and a functional central limit theorem, as $t\to\infty$, 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. | |
| dc.description | To appear in a Special Volume of Stochastics: An International Journal of Probability and Stochastic Processes (http://www.informaworld.com/openurl?genre=journal%26issn=1744-2508) edited by N.H. Bingham and I.V. Evstigneev which will be reprinted as Volume 57 of the IMS Lecture Notes Monograph Series (http://imstat.org/publications/lecnotes.htm) | |
| dc.identifier | https://arxiv.org/abs/0712.3420 | |
| dc.identifier | http://arxiv.org/abs/0712.3420 | |
| dc.identifier.uri | http://salesiana.dossiersoluciones.com/handle/123456789/145071 | |
| dc.subject | Probability | |
| dc.subject | 60G70 (Primary) 60F15, 60F17, 60K05 (Secondary) | |
| dc.title | Cumulative record times in a Poisson process | |
| dc.type | text |