Asymptotic normality for the counting process of weak records and \(\delta \)-records in discrete models

DOI10.3150/07-BEJ6027zbMath1138.60309arXiv0709.0620MaRDI QIDQ2469650

F. Javier López, Gerardo Sanz, Raúl Gouet

Publication date: 6 February 2008

Published in: Bernoulli (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/0709.0620

zbMATH Keywords

central limit theorem; martingale; record; weak record

Mathematics Subject Classification ID

60G42: Martingales with discrete parameter

60F05: Central limit and other weak theorems

Related Items

Limit Theorems for the Counting Process of Near-Records, Asymptotic behavior of the ratio of weak kth records, Exact and asymptotic properties of δ-records in the linear drift model, Exceedances of records, Distribution theory of \(\delta\)-record values. Case \(\delta\leq 0\), Distribution theory of \(\delta\)-record values: case \(\delta \geq 0\), Numbers of near bivariate record-concomitant observations, Laws of large numbers for the number of weak records, Statistical inference for the geometric distribution based on \(\delta\)-records, On \(\delta\)-record observations: asymptotic rates for the counting process and elements of maximum likelihood estimation, Approximations of \(\delta\)-record probabilities in i.i.d. and trend models, Limit laws for the cumulative number of ties for the maximum in a random sequence, Records from stationary observations subject to a random trend, Central Limit Theorem for the Number of Near-Records

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