Asymptotic rates for records and d-records

• Autores: Raúl Gouet Bañares, Gerardo Sanz Sáiz, Francisco Javier López Lorente
• Localización: Ninth international conference Zaragoza-Pau on applied mathematics and statistics: Jaca (Spain). September 19-21, 2005 / coord. por Monique Madaune-Tort, 2006, ISBN 84-7733-871-X, págs. 259-272
• Idioma: inglés
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• Resumen

  • We consider random variables Xn, n  1, and their associated counting process Nn of exceptional observations, such as records or d-records. For most well know distributions, martingale tools show their worth in dealing with questions such as the law of large numbers and asymptotic normality