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

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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)

Cites Work

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• Mellin transforms and asymptotics: Finite differences and Rice's integrals
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• Limit theorems for records from discrete distributions
• Combinatorics of geometrically distributed random variables: Left-to-right maxima
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• A martingale approach to strong convergence of the number of records
• Normal approximations of the number of records in geometrically distributed random variables
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Cited In (11)

• Limit laws for the cumulative number of ties for the maximum in a random sequence
• Modeling record-breaking stock prices
• Title not available (Why is that?)
• Central limit theorem for the number of near-records
• Laws of large numbers for the number of weak records
• A characteristic martingale related to the counting process of records
• The distributions of certain record statistics from a random number of observations
• A limit theorem for the survival probability of a simple random walk among power-law renewal obstacles
• On the number of records in an iid discrete sequence
• Asymptotic normality for the number of records from general distributions
• Asymptotic normality for the counting process of weak records and \(\delta \)-records in discrete models

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