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Strong approximation in extreme value theory and applications. (English) Zbl 0568.60056
Limit theorems in probability and statistics, 2nd Colloq., Veszprém/Hung. 1982, Vol. I, Colloq. Math. Soc. János Bolyai 36, 369-404 (1984).
[For the entire collection see Zbl 0561.00017.]
After giving a strong approximation for stopping times based on i.i.d. exponential random variables, the author gives a comparable result for record times, as well as strong bounds extended later to k-th extremes. A method of constructing an extremal process for minima is given.

MSC:
60G99 Stochastic processes
60G40 Stopping times; optimal stopping problems; gambling theory