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On Record and Inter-Record Times for a Sequence of Random Variables Defined on a Markov Chain

Gary Lee Guthrie

出版	Defense Technical Information Center, 1973
URL	http://books.google.com.hk/books?id=hPgoOAAACAAJ&hl=&source=gbs_api

註釋

A strong law of large numbers, a central limit theorem, and a law of iterated logarithm are presented for m-record times and inter-m-record times of a sequence of random variables defined on a finite Markov chain. This generalization of Renyi's work on discrete record times is furhter extended to the continuous times until and between successive m-records when sampling at Poisson points, thus generalizing the work of Pickands on m-record and inter-m-record times. (Author).