Convergence of tail sum for records

Bose, Arup ; Gangopadhyay, Sreela ; Maulik, Krishanu ; Sarkar, Anish (2006) Convergence of tail sum for records Extremes, 9 (2). pp. 151-168. ISSN 1386-1999

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Official URL: http://www.springerlink.com/content/y2733666034545...

Related URL: http://dx.doi.org/10.1007/s10687-006-0012-0

Abstract

Suppose {Rn(L) (F): n≥1} is the sequence of lower records from a distribution F, where F is continuous with inf {x ∈ supp(F)}=0. We derive conditions under which logarithm of the tail sum of records, ∑ j=n =Rn (L) (F), properly centered and scaled, converge weakly. We also prove two results on ?-varying and regularly varying functions, which are of independent interest.

Item Type:Article
Source:Copyright of this article belongs to Springer-Verlag.
Keywords:Domain of Attraction; Regularly Varying Function; Π-varying Function
ID Code:5482
Deposited On:19 Oct 2010 12:09
Last Modified:16 May 2016 15:59

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