A note on large deviations for weak records

DOI10.1016/J.SPL.2006.03.003MaRDI QIDQ2497805zbMATH OpenOpenAlexFDO

Authors Ismihan Bayramoglu, A. Stepanov

Publication date 4 August 2006

Published in Statistics \& Probability Letters (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1016/j.spl.2006.03.003

zbMATH Keywords

central limit theoremlarge deviationsweak records

Mathematics Subject Classification ID

Central limit and other weak theorems (60F05) Large deviations (60F10) Extreme value theory; extremal stochastic processes (60G70) Order statistics; empirical distribution functions (62G30)

Review text

Let \(X^w(n)\) be weak record values derived from samples of i.i.d. random variables \((X_k)_{k\geq 1}\) with nonnegative integer values. The large deviations estimates for the probabilities \(\mathbf{P}((1-\beta)X^w(n)>x\sqrt{\beta n}+\beta n)\) and \(\mathbf{P}((1-\beta)X^w(n)<-x\sqrt{\beta n}+\beta n)\) are obtained, with \(\beta=\lim_{n\to \infty}\frac{\mathbf{P}(X_1\geq n+1)}{\mathbf{P}(X_1\geq n)}\).

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Cites work

• A Characterization Theorem for Weak Records
• Asymptotic Behavior of Probabilities of Large Deviations
• Discrete distributions for which the regression of the first record on the second is linear
• Exact distribution and Fisher information of weak record values.
• scientific article; zbMATH DE number 3504209 (Why is no real title available?)
• scientific article; zbMATH DE number 1212031 (Why is no real title available?)
• scientific article; zbMATH DE number 1228713 (Why is no real title available?)
• Limit theorems for records from discrete distributions
• Limit theorems for the ratio of weak records
• Limit Theorems for Weak Records
• Linearity of regression for non-adjacent weak records
• Linearity of regression for the past weak and ordinary records
• New characterization of discrete distributions through weak records

Cited in

(12)

• Limiting behavior of the ratio of \(k\)th records
• Limit theorems for the ratio of weak records
• Limit theorems for weak records
• Limit Theorems for Weak Records
• Limit theorems for the spacings of weak records
• Deviations for weak record numbers in simple random walks
• Asymptotic properties of the spacings of kth records from discrete distributions
• Asymptotic behavior of the ratio of weak kth records
• A note on Rényi's `record' problem and Engel's series
• Asymptotic results for empirical means of independent geometric distributed random variables
• NONNEGATIVITY OF COVARIANCES BETWEEN FUNCTIONS OF ORDERED RANDOM VARIABLES
• Laws of large numbers for the number of weak records

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