A martingale approach to strong convergence of the number of records

DOI10.1239/AAP/1011994033zbMATH Open0999.60045OpenAlexW2050605967MaRDI QIDQ4330068FDOQ4330068

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

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zbMATH Keywords

martingalesstrong limit theoremsdiscrete variablesrecordssums of minima

Mathematics Subject Classification ID

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

Cited In (8)

• Limit laws for the cumulative number of ties for the maximum in a random sequence
• Central limit theorems for the number of records in discrete models
• Laws of large numbers for the number of weak records
• Title not available (Why is that?)
• A characteristic martingale related to the counting process of records
• 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
• Asymptotic normality for the counting process of weak records and \(\delta \)-records in discrete models

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