Let be a sequence of i.i.d. random
variables with absolutely continuous distribution function. Denote the record
times and the associated counting process of by and , respectively. In this paper, we
obtain the exact asymptotics in complete moment convergence of
and .
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KONG LingTao, DAI HongShuai. Exact Asymptotics in Complete Moment Convergence. CHINESE JOURNAL OF APPLIED PROBABILITY AND STATIST, 2017, 34(3): 257-266.