Discrete records: Limit theorems for their spacings and generation methods

A. Pakhteev and A. Stepanov

Statistics & Probability Letters, 2019, vol. 148, issue C, 134-142

Abstract: Let X1,X2,… be independent and identically distributed random variables with support on non-negative integers and X(n)(n≥1) denote the corresponding sequence of discrete record values. In the present paper, we derive weak and strong limit results for the spacings of discrete record values X(n+m)−X(n)(n→∞) and discuss generation algorithms of discrete records.

Keywords: Spacings of discrete records; Limit theorems; Simulation of records (search for similar items in EconPapers)
Date: 2019
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DOI: 10.1016/j.spl.2019.01.016

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