Partial sum process for records

被引：0

作者：

Bose A. ^{[1
]}

Gangopadhyay S. ^{[1
]}

Sarkar A. ^{[2
]}

机构：

[1] Theoretical Statistics and Mathematics Unit, Indian Statistical Insitute, Kolkata 700108

[2] Theoretical Statistics and Mathematics Unit, Indian Statistical Institute (Delhi Centre), New Delhi 110016

来源：

Extremes | 2005年 / 8卷 / 1-2期

关键词：

D(0,1]-valued process; Domain of attraction; Records; Regularly varying function; Slowly varying function;

D O I：

10.1007/s10687-005-4859-2

中图分类号：

学科分类号：

摘要：

Suppose the upper records {XLn} from a sequence of i.i.d. random variables is in the domain of attraction of a normal distribution. Consider the D(0,1]-valued process {Z n (•)} constructed by usual interpolation of the partial sums of the records. We prove that under some mild conditions, {Z n } converges to a limiting Gaussian process in D(0,1]. As a consequence, the partial sums of records is asymptotically normal. © 2005 Springer Science + Business Media, Inc.

引用

页码：43 / 56

页数：13

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