Convergence of tail sum for records

被引：0
|
作者：
Bose A. [1 ]
Gangopadhyay S. [1 ]
Maulik K. [1 ]
Sarkar A. [2 ]
机构：
[1] Theoretical Statistics and Mathematics Unit, Indian Statistical Institute, Kolkata 700108
[2] Theoretical Statistics and Mathematics Unit, Indian Statistical Institute (Delhi Centre), New Delhi 110016
来源：
Extremes | 2006年 / 9卷 / 2期
关键词：
Π-varying function; Domain of attraction; Records; Regularly varying function;
D O I：
10.1007/s10687-006-0012-0
中图分类号：
学科分类号：
摘要：
Suppose { Rn(L) (F) : n ≥ 1} is the sequence of lower records from a distribution F, where F is continuous with { x ∞ supp(F)} = 0. We derive conditions under which logarithm of the tail sum of records, ∑j=n ∞ R n (L) (F), properly centered and scaled, converge weakly. We also prove two results on Π-varying and regularly varying functions, which are of independent interest. © Springer Science+Business Media, LLC 2006.
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页码：151 / 168
页数：17
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