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Limit theorems for the ratio of weak records

A. Dembinska and A. Stepanov

Statistics & Probability Letters, 2006, vol. 76, issue 14, 1454-1464

Abstract: Let X1,X2,... be independent identically distributed (iid) random variables (rvs) with support on positive integers and (Wn,n[greater-or-equal, slanted]1) denote the corresponding sequence of weak record values. In the present paper we derive weak and strong limit theorems for the ratio of weak records . We also discuss the asymptotic behavior of a rv [xi]n which counts the number of weak record values that are equal to n.

Keywords: Weak records Limit theorems Slowly; regularly and rapidly varying functions Regularly varying sequences (search for similar items in EconPapers)
Date: 2006
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Citations: View citations in EconPapers (7)

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