extreme;
martingale;
record;
central limit theorem;
D O I:
10.1239/aap/1127483747
中图分类号:
O21 [概率论与数理统计];
C8 [统计学];
学科分类号:
020208 ;
070103 ;
0714 ;
摘要:
Consider a sequence (X-n) of independent and identically distributed random variables taking nonnegative integer values, and call X-n a record if X-n > max(X-1,..., Xn-1). By means of martingale arguments it is shown that the counting process of records among the first n observations, suitably centered and scaled, is asymptotically normally distributed.