Limit theorems for records from discrete distributions |
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Authors: | Wim Vervaat |
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Affiliation: | Department of Mathematics, University of Washington, Seattle, Wash. 98195, USA |
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Abstract: | Weak and strong functional limit theorems are obtained for record values and record epochs in a sequence of independent random variables with common distribution F. The emphasis is on the case in which F is concentrated on the non-negative integers. For contrast, the well-known case of continuous F is also considered. Analogues of results obtained earlier by Resnick, de Haan and the author for continuous F are presented here for F concentrated on the non-negative integers. Also is investigated under which circumstances the latter case is so close to the continuous F case that the resulting limit theorems are the same. |
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Keywords: | record values record epochs weak records discrete distributions functional limit theorems iterated logarithm law |
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