Cumulative record times in a Poisson process
classification
🧮 math.PR
keywords
poissonprocessrecordtimecentralcumulativeduringfunctional
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We obtain a strong law of large numbers and a functional central limit theorem, as $t\to\infty$, for the number of records up to time $t$ and the Lebesgue measure (length) of the subset of the time interval $[0,t]$ during which the Poisson process is in a record lifetime.
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