Deheuvels, P. 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. Reviewer: J.Tiago de Oliveira Cited in 5 Documents MSC: 60G99 Stochastic processes 60G40 Stopping times; optimal stopping problems; gambling theory Keywords:strong approximation for stopping times; record times; method of constructing an extremal process for minima Citations:Zbl 0561.00017 PDFBibTeX XML