Central limit theorems for the number of records in discrete models

DOI10.1239/AAP/1127483747zbMATH Open1080.60016OpenAlexW1990101125MaRDI QIDQ5697202FDOQ5697202

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 normalitymartingalecounting processmaximumdiscrete distribution

Mathematics Subject Classification ID

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

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Cites work

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• A martingale approach to strong convergence of the number of records
• Combinatorics of geometrically distributed random variables: Left-to-right maxima
• 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

(11)

• scientific article; zbMATH DE number 1866531 (Why is no real title available?)
• Asymptotic normality for the counting process of weak records and \(\delta \)-records in discrete models
• Limit laws for the cumulative number of ties for the maximum in a random sequence
• On the number of records in an iid discrete sequence
• The distributions of certain record statistics from a random number of observations
• Central limit theorem for the number of near-records
• A characteristic martingale related to the counting process of records
• A limit theorem for the survival probability of a simple random walk among power-law renewal obstacles
• Laws of large numbers for the number of weak records
• Modeling record-breaking stock prices
• Asymptotic normality for the number of records from general distributions

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