Limit theorems for record counts and times in the \(F ^{\alpha }\)-scheme (Q2375845)

From MaRDI portal
scientific article
Language Label Description Also known as
English
Limit theorems for record counts and times in the \(F ^{\alpha }\)-scheme
scientific article

    Statements

    Limit theorems for record counts and times in the \(F ^{\alpha }\)-scheme (English)
    0 references
    0 references
    0 references
    0 references
    0 references
    0 references
    25 June 2013
    0 references
    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.
    0 references
    0 references
    0 references
    records
    0 references
    record times
    0 references
    laws of large numbers
    0 references
    asymptotic normality
    0 references
    random environment
    0 references
    0 references