The asymptotic distribution of sums of records (Q1294769): Difference between revisions
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Revision as of 03:49, 5 March 2024
scientific article
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English | The asymptotic distribution of sums of records |
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The asymptotic distribution of sums of records (English)
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10 August 1999
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Let \(X_1,X_2,\dots\) be a sequence of independent identically distributed random variables. Denote by \(X^{(0)}=X_1, X^{(1)}, X^{(2)},\dots \) the associated upper record sequence and take \(T_n=\sum_{j=0}^n X^{(j)}\). The authors describe three cases in which \(T_n\) can be properly normalized to have a nontrivial limit distribution. More precisely, if \(X_1\) has the standard exponential or Gumbel distribution, then the sums of records are asymptotically normal; on the other hand, sums of beta records (including uniform records) are attracted to non-normal limit law \(L_{\gamma}\) with the Laplace transform \(\psi_{\gamma}(t)=\exp\{(-1/\gamma) \int_0^1 (1-\exp(-tx))/x dx\}\). These cases are investigated by essentially different approaches, and the problem of identifying all possible limit laws for the normalized \(T_n\) remains open.
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associated upper records
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sums of records
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convergence in distribution
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beta records
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Gumbel records
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exponential records
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asymptotic normality
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