A martingale approach to strong convergence of the number of records

被引：8

作者：

Gouet, R

López, FJ

San Miguel, M

机构：

[1] Univ Chile, Dept Ingn Matemat, Santiago, Chile

[2] Univ Zaragoza, Fac Ciencias, Dept Metodos Estadist, E-50009 Zaragoza, Spain

来源：

ADVANCES IN APPLIED PROBABILITY | 2001年 / 33卷 / 04期

关键词：

extremes; martingales; records;

D O I：

10.1017/S000186780001123X

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：

Let (X-n) be a sequence of independent, identically distributed random variables, with common distribution function F, possibly discontinuous. We use martingale arguments to connect the number of upper records from (X-n) with sums of minima of related random variables. From this relationship we derive a general strong law for the number of records for a wide class of distributions F. including geometric and Poisson.

引用

页码：864 / 873

页数：10

共 21 条

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