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Limiting behavior of the ratio of kth records

Krzysztof Jasiński

Statistics & Probability Letters, 2019, vol. 150, issue C, 29-34

Abstract: Let R0(k),R1(k),… be kth record values derived from samples consisting of independent identically distributed discrete random variables. In the present paper, using the theory of regular variation, we discuss the asymptotic behavior of Rn+m(k)∕Rn(k) as n→∞.

Keywords: kth records; Ratio of kth records; Limit laws; Theory of regular variation; Discrete distributions (search for similar items in EconPapers)
Date: 2019
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DOI: 10.1016/j.spl.2019.02.004

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