A martingale approach to strong convergence of the number of records

DOI10.1239/AAP/1011994033MaRDI QIDQ4330068zbMATH OpenOpenAlexFDO

Authors R. Gouet, F. Javier López, Miguel San Miguel

Publication date 15 May 2002

Published in Advances in Applied Probability (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1239/aap/1011994033

zbMATH Keywords

discrete variablesmartingalesrecordsstrong limit theoremssums of minima

Mathematics Subject Classification ID

Strong limit theorems (60F15) Martingales with discrete parameter (60G42) Extreme value theory; extremal stochastic processes (60G70)

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Cited in

(8)

• On the number of records in an iid discrete sequence
• On \(\delta\)-record observations: asymptotic rates for the counting process and elements of maximum likelihood estimation
• A characteristic martingale related to the counting process of records
• Limit laws for the cumulative number of ties for the maximum in a random sequence
• Asymptotic normality for the counting process of weak records and -records in discrete models
• scientific article; zbMATH DE number 4166203 (Why is no real title available?)
• Central limit theorems for the number of records in discrete models
• Laws of large numbers for the number of weak records

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