On the law of the iterated logarithm for inter-record times
Keyword(s):
The Law
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Let X1, X2, X3, ··· be independent, identically distributed random variables on a probability space (Ω, F, P); and with a continuous distribution function. Let the sequence of indices {Vr} be defined as Also define The following theorem is due to Renyi [5].
1970 ◽
Vol 7
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pp. 432-439
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1969 ◽
Vol 6
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pp. 711-714
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2003 ◽
Vol 40
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pp. 226-241
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2005 ◽
Vol 37
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pp. 765-780
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1968 ◽
Vol 5
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pp. 210-215
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2003 ◽
Vol 40
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pp. 226-241
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