Limit theorems for record counts and times in the \(F ^{\alpha }\)-scheme (Q2375845): Difference between revisions
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Revision as of 14:37, 19 March 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Limit theorems for record counts and times in the \(F ^{\alpha }\)-scheme |
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Limit theorems for record counts and times in the \(F ^{\alpha }\)-scheme (English)
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25 June 2013
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The classical law of large numbers and the central limit theorems for the counting process and the record times of iid sequences of continuous random variables are extended to general \(F^{\alpha}\)-schemes, that is, to the class of sequences such that the sequence of occurrences of records, as well as the sequence of interrecord times, are independent. Some special \(\alpha\)-sequences are investigated for more detailed results. In a final section, some random environment models are considered.
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records
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record times
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laws of large numbers
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asymptotic normality
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random environment
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