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Asymptotic Properties of Sums of Upper Records
Authors:Arup Bose  Sreela Gangopadhyay  Anish Sarkar  Arindam Sengupta
Institution:(1) Theoretical Statistics and Mathematics Unit, I.S.I., 203 B.T. Road, Kolkata, 700108, India;(2) Theoretical Statistics and Mathematics Unit, I.S.I. (Delhi Centre), 7 S. J.S.S. Marg, New Delhi, 110016, India;(3) Department of Mathematics, Indian Institute of Technology Guwahati, Guwahati, 781039, India
Abstract:Arnold and Villaseñor (1999) raised several questions for upper records, including characterizing all limit distributions of normalized partial sums of upper records. We provide some answers in the case when the distribution from which the samples are drawn is bounded above. When the distribution is not bounded above, we give sufficient conditions on the distribution for the properly normalized partial sums to converge to a standard normal distribution. We show that our conditions are general enough so that the examples provided by Arnold and Villaseñor (1999) are covered by our results.
Keywords:sums of records  infinite divisibility  asymptotic distribution
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