KONG LingTao, DAI HongShuai, . Exact Asymptotics in Complete Moment Convergence[J]. Chinese Journal of Applied Probability and Statistics, 2017, 33(3): 257-266.
Citation: KONG LingTao, DAI HongShuai, . Exact Asymptotics in Complete Moment Convergence[J]. Chinese Journal of Applied Probability and Statistics, 2017, 33(3): 257-266.
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Exact Asymptotics in Complete Moment Convergence

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  • 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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