Limit theorems for records from discrete distributions

Wim Vervaat

Stochastic Processes and their Applications, 1973, vol. 1, issue 4, 317-334

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.

Keywords: record; values; record; epochs; weak; records; discrete; distributions; functional; limit; theorems; iterated; logarithm; law (search for similar items in EconPapers)
Date: 1973
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Citations: View citations in EconPapers (14)

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