Central limit theorems for the number of records in discrete models

DOI10.1239/AAP/1127483747MaRDI QIDQ5697202zbMATH OpenOpenAlexFDO

Authors R. Gouet, F. Javier López, Gerardo Sanz

Publication date 17 October 2005

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

Full work available at URL https://doi.org/10.1239/aap/1127483747

zbMATH Keywords

asymptotic normalitycounting processdiscrete distributionmartingalemaximum

Mathematics Subject Classification ID

Central limit and other weak theorems (60F05) Martingales with discrete parameter (60G42) Extreme value theory; extremal stochastic processes (60G70)

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Cites work

• A martingale approach to strong convergence of the number of records
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• Limit theorems for records from discrete distributions
• Mellin transforms and asymptotics: Finite differences and Rice's integrals
• Normal approximations of the number of records in geometrically distributed random variables

Cited in

(12)

• On the number of records in an iid discrete sequence
• Modeling record-breaking stock prices
• 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
• A limit theorem for the survival probability of a simple random walk among power-law renewal obstacles
• Central limit theorem for the number of near-records
• Asymptotic normality for the number of records from general distributions
• scientific article; zbMATH DE number 1866531 (Why is no real title available?)
• Distributions of the number of records and the waiting time distributions for the rth record
• Laws of large numbers for the number of weak records
• The distributions of certain record statistics from a random number of observations

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