On the classes of asymptotic distributions for the sums of record values. I (Q1781654): Difference between revisions
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scientific article
| Language | Label | Description | Also known as |
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| English | On the classes of asymptotic distributions for the sums of record values. I |
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On the classes of asymptotic distributions for the sums of record values. I (English)
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28 June 2005
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The authors continue their earlier studies [see, e.g., Electron J. Probab. 9, Paper No. 17, 544--559 (2004; Zbl 1064.60047)] of the possible limit distributions for sums of record values. In particular, limits to stable laws are analyzed, and domains of attraction are established. All stable laws are possible limits. The domain of attraction of the normal distribution is discussed in some detail.
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record values
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sums
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asymptotic distribution
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regularly varying tail
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normal distribution
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stable laws
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