Bose, Arup ; Gangopadhyay, Sreela (2010) Convergence of linear functions of Pfeifer records Extremes, 13 (1). pp. 89-106. ISSN 1386-1999
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Official URL: http://www.springerlink.com/content/5p26q25280x577...
Related URL: http://dx.doi.org/10.1007/s10687-009-0087-5
Abstract
The probabilistic behaviour of partial sums of upper and lower records has been studied in the literature. In this article, we take a broader view and study partial sums of record like sequences. We show that such sequences converge in distribution to normal and lognormal distribution. In particular our results apply to Pfeifer records. We also show the strong convergence of partial sums of lower Pfeifer records under suitable assumptions.
| Item Type: | Article |
|---|---|
| Source: | Copyright of this article belongs to Springer. |
| Keywords: | Pfeifer Records; Record Values; Regularly Varying Functions; Rapidly Varying Functions; Limiting Distribution; Egoroff's Theorem |
| ID Code: | 93938 |
| Deposited On: | 30 Jun 2012 08:11 |
| Last Modified: | 30 Jun 2012 08:11 |
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