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Cumulative record times in a Poisson process
journal contributionposted on 2023-06-08, 10:01 authored by Charles M Goldie, Rudolf Grübel
We obtain a strong law of large numbers and a functional central limit theorem, as t , 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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