Limit theorems for record counts and times in the F ^ -scheme

DOI10.1007/S10687-012-0157-YMaRDI QIDQ2375845zbMATH OpenOpenAlexFDO

Authors Paul Doukhan, O. I. Klesov, Anthony G. Pakes, J. G. Steinebach

Publication date 25 June 2013

Published in Extremes (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1007/s10687-012-0157-y

zbMATH Keywords

asymptotic normalitylaws of large numbersrandom environmentrecord timesrecords

Mathematics Subject Classification ID

Strong limit theorems (60F15) Extreme value theory; extremal stochastic processes (60G70)

Review text

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.

Recommendations

• Records in the F^ -scheme. II: Limit theorems
• Strong Laws of Large Numbers in an $$F^\alpha $$-Scheme
• Records in the F^ -scheme. I: Martingal properties
• Limit theorems for record indicators in threshold \(F^\alpha \)-schemes
• scientific article; zbMATH DE number 4199181

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Cited in

(13)

• A dependent \(F^ \alpha\)-scheme
• Asymptotic distributions of records in nonstationary schemes
• scientific article; zbMATH DE number 5927108 (Why is no real title available?)
• scientific article; zbMATH DE number 4199181 (Why is no real title available?)
• Records in the F^ -scheme. I: Martingal properties
• Records in the F^ -scheme. II: Limit theorems
• scientific article; zbMATH DE number 1276010 (Why is no real title available?)
• Limit theorems for record indicators in threshold \(F^\alpha \)-schemes
• Number of observations near the maximum in an \(F^{\alpha}\)-scheme
• Central limit theorem for the number of records in \(F^{\alpha}\)-scheme
• Rate of convergence in the strong law of large numbers of records in an \(F^{\alpha}\) scheme
• Central limit theorem of records and law of the iterated logarithm in an \(F^\alpha\) scheme
• Convergence rates for record times and the associated counting process

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