Some asymptotic results for the number of generalized records (Q2488469)

Let \(\{X_k^{(n)}\), \(1\leq k\leq n\), \(n=1,2,\dots\}\) be a triangular array of exchangeble continuous r.v.s and let \(R_k^{(n)}\) be the rank of \(X_k^{(n)}\), i.e., the number of \(X_j^{(n)}\), \(j=1,2,\dots,n\), not less then \(X_k^{(n)}\). The generalized record process \(Z_n^\alpha\) is defined as \[ Z_n^\alpha(t)= (\alpha/n^\alpha) \sum_{j=1}^{[nt^{1/\alpha}]} \mathbf{1}_{\{R_j\leq[j^\alpha]\}} \;(0<\alpha<1), \quad \text{and}\quad Z_n^0(t)=(\log n)^{-1} \sum_{j=1}^{[n^t]} \text\textbf{1}_{\{R_j=1\}}. \] A fractional large deviations principle and Donsker's theorem are demonstrated for \(Z_n^\alpha\). A test for randomness is considered as an application.