English

Asymptotic normality for the counting process of weak records and \delta-records in discrete models

Probability 2009-09-29 v1

Abstract

Let {Xn,n1}\{X_n,n\ge1\} be a sequence of independent and identically distributed random variables, taking non-negative integer values, and call XnX_n a δ\delta-record if Xn>max{X1,...,Xn1}+δX_n>\max\{X_1,...,X_{n-1}\}+\delta, where δ\delta is an integer constant. We use martingale arguments to show that the counting process of δ\delta-records among the first nn observations, suitably centered and scaled, is asymptotically normally distributed for δ0\delta\ne0. In particular, taking δ=1\delta=-1 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)