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
收藏
页码：43 / 56
页数：13
相关论文
共 50 条
12345