
Accession Number : AD0771451
Title : On Record and InterRecord Times for a Sequence of Random Variables Defined on a Markov Chain.
Descriptive Note : Technical rept.,
Corporate Author : CLEMSON UNIV S C DEPT OF MATHEMATICAL SCIENCES
Personal Author(s) : Guthrie,Gary Lee ; Holmes,Paul T.
Report Date : 30 OCT 1973
Pagination or Media Count : 60
Abstract : A strong law of large numbers, a central limit theorem, and a law of iterated logarithm are presented for mrecord times and intermrecord 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 mrecords when sampling at Poisson points, thus generalizing the work of Pickands on mrecord and intermrecord times. (Author)
Descriptors : *Stochastic processes, *Random variables, Probability density functions, Matrices(Mathematics), Theorems
Subject Categories : Statistics and Probability
Distribution Statement : APPROVED FOR PUBLIC RELEASE