Convergence of linear functions of Pfeifer records |
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Authors: | Arup Bose Sreela Gangopadhyay |
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Institution: | 1. Statistics and Mathematics Unit, Indian Statistical Institute, 203 B.T.?Road, Kolkata, 700108, India
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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. |
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