泊松过程中的累积记录时间
概率论
2008-01-03 v1
摘要
我们获得了直到时间 的记录数以及泊松过程处于记录寿命的时间区间 子集的勒贝格测度（长度）在 时的强大数定律和泛函中心极限定理。
引用
@article{arxiv.0712.3420,
title = {Cumulative record times in a Poisson process},
author = {Charles M. Goldie and Rudolf Grübel},
journal= {arXiv preprint arXiv:0712.3420},
year = {2008}
}
备注
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)