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.

引用

页码：151 / 168

页数：17

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