Central limit theorems for the number of records in discrete models

被引:11
|
作者
Gouet, R
López, FJ
Sanz, G
机构
[1] Univ Chile, Dept Ingn Matemat, UMI 2807, CNRS, Santiago, Chile
[2] Univ Chile, Ctr Modelamiento Matemat, UMI 2807, CNRS, Santiago, Chile
[3] Univ Zaragoza, Fac Ciencias, Dept Metodos Estadist, E-50009 Zaragoza, Spain
关键词
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.
引用
收藏
页码:781 / 800
页数:20
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