Cumulative record times in a Poisson process

Goldie, Charles M and Grübel, Rudolf (2008) Cumulative record times in a Poisson process. Stochastics, 80 (2-3). pp. 157-174. ISSN 1744-2516

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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.

Item Type: Article
Schools and Departments: School of Mathematical and Physical Sciences > Mathematics
Depositing User: Charles Goldie
Date Deposited: 06 Feb 2012 21:26
Last Modified: 11 Apr 2012 10:50
URI: http://sro.sussex.ac.uk/id/eprint/31274
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