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)

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

Cites work

• Asymptotic distributions of records in nonstationary schemes
• Convergence and Divergence of Random Series
• Embedding sequences of successive maxima in extremal processes, with applications
• scientific article; zbMATH DE number 3901825 (Why is no real title available?)
• scientific article; zbMATH DE number 3723610 (Why is no real title available?)
• scientific article; zbMATH DE number 3620754 (Why is no real title available?)
• scientific article; zbMATH DE number 1212031 (Why is no real title available?)
• scientific article; zbMATH DE number 4000257 (Why is no real title available?)
• On record indices and record times
• Probability: A Graduate Course
• Records from a power model of independent observations
• Records in subsets of a random field
• Records. Mathematical theory.
• The number of records in a sequence of nonidentically distributed random variables

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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