Asymptotic normality for the counting process of weak records and \delta-records in discrete models
Probability
2009-09-29 v1
Abstract
Let be a sequence of independent and identically distributed random variables, taking non-negative integer values, and call a -record if , where is an integer constant. We use martingale arguments to show that the counting process of -records among the first observations, suitably centered and scaled, is asymptotically normally distributed for . In particular, taking we obtain a central limit theorem for the number of weak records.
Keywords
Cite
@article{arxiv.0709.0620,
title = {Asymptotic normality for the counting process of weak records and \delta-records in discrete models},
author = {Raúl Gouet and F. Javier López and Gerardo Sanz},
journal= {arXiv preprint arXiv:0709.0620},
year = {2009}
}
Comments
Published at http://dx.doi.org/10.3150/07-BEJ6027 in the Bernoulli (http://isi.cbs.nl/bernoulli/) by the International Statistical Institute/Bernoulli Society (http://isi.cbs.nl/BS/bshome.htm)