Accession Number : AD0771451
Title : On Record and Inter-Record 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 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)
Descriptors : *Stochastic processes, *Random variables, Probability density functions, Matrices(Mathematics), Theorems
Subject Categories : Statistics and Probability
Distribution Statement : APPROVED FOR PUBLIC RELEASE