On the classes of asymptotic distributions for the sums of record values. I (Q1781654)
From MaRDI portal
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | On the classes of asymptotic distributions for the sums of record values. I |
scientific article |
Statements
On the classes of asymptotic distributions for the sums of record values. I (English)
0 references
28 June 2005
0 references
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.
0 references
record values
0 references
sums
0 references
asymptotic distribution
0 references
regularly varying tail
0 references
normal distribution
0 references
stable laws
0 references
