Almost sure limit points of record values from two independent populations (Q5933614)

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scientific article; zbMATH DE number 1599544
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Almost sure limit points of record values from two independent populations
scientific article; zbMATH DE number 1599544

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    Almost sure limit points of record values from two independent populations (English)
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    30 June 2002
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    Let \((X_{n1},n \geq 0)\) and \((X_{n2}\), \(n \geq 0)\) be two independent sequences of i.i.d. r.v.'s with respective d.f. \(F_j\) such that \(F_j(x) < 1\) for all \(x \in \mathbb{R}\), \(j = 1,2\). Denote by \(X_j(n)\) the \(n\)th record value associated with \((X_{nj},n\geq 0)\), \(j=1,2\). Set \[ R_j(x) = -\log(1 - F_j(x)), \quad R_j^{-1}(x) = \inf\{y: R_j(y) \geq x\} \qquad (\text{for }j=1,2) \] and \[ Z_n = (X_1(n)/R_1^{-1}(n),X_2(n)/R_2^{-1}(n)). \] The authors develop in the multidimensional case the results established by \textit{L. De Haan} and \textit{S. I. Resnick} [J. Appl. Probab. 10, 528-542 (1973; Zbl 0269.60026)] and \textit{S. S. Nayak} and \textit{K. S. Wali} [Stochastic Processes Appl. 43, No. 2, 317-329 (1992; Zbl 0770.60033)] on a.s. limit points for a sequence of record values. Under the assumptions that \(R_j\) \((j = 1,2)\) belong to the class \(\Gamma\) introduced by De Haan and Resnik (loc. cit.) with specified ``auxiliary functions'' it is proved that every point in the explicitly described set \(S \subset \mathbb{R}^2\) is an a.s. limit point of \(Z_n\).
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    record values
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    almost sure limit points
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    independent copies
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