Bose, Arup ; Gangopadhyay, Sreela ; Sarkar, Anish (2005) Partial sum process for records Extremes, 8 (1-2). pp. 43-56. ISSN 1386-1999
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Official URL: http://www.springerlink.com/content/f734106v55u261...
Related URL: http://dx.doi.org/10.1007/s10687-005-4859-2
Abstract
Suppose the upper records {X Ln} 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 {Zn(.)} constructed by usual interpolation of the partial sums of the records. We prove that under some mild conditions, {Zn} converges to a limiting Gaussian process in D(0,1]. As a consequence, the partial sums of records is asymptotically normal.
| Item Type: | Article |
|---|---|
| Source: | Copyright of this article belongs to Springer-Verlag. |
| Keywords: | Records; Domain of Attraction; Regularly Varying Function; Slowly Varying Function; D(0; 1]-valued Process |
| ID Code: | 5497 |
| Deposited On: | 19 Oct 2010 12:07 |
| Last Modified: | 19 Oct 2010 12:07 |
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