The laws of iterated and triple logarithms for extreme values of regenerative processes
We analyze almost sure asymptotic behavior of extreme values of a regenerative process. We show that under certain conditions a properly centered and normalized running maximum of a regenerative process satisfies a law of the iterated logarithm for the lim sup and a law of the triple logarithm for t...
Main Authors: | , |
---|---|
Format: | Article |
Language: | English |
Published: |
VTeX
2020-02-01
|
Series: | Modern Stochastics: Theory and Applications |
Subjects: | |
Online Access: | https://www.vmsta.org/doi/10.15559/20-VMSTA147 |