Central limit theorems for the number of records in discrete models
Raul Gouet, F. Javier López, and Gerardo Sanz
Source: Adv. in Appl. Probab. Volume 37, Number 3
(2005), 781-800.
Abstract
Consider a sequence (Xn) of independent and identically distributed random variables taking nonnegative integer values, and call Xn a record if Xn>max{X1,...,Xn-1}. By means of martingale arguments it is shown that the counting process of records among the first n observations, suitably centered and scaled, is asymptotically normally distributed.
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Links and Identifiers
Permanent link to this document: http://projecteuclid.org/euclid.aap/1127483747
Digital Object Identifier: doi:10.1239/aap/1127483747
Zentralblatt MATH identifier: 1080.60016
Mathematical Reviews number (MathSciNet): MR2156560
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Advances in Applied Probability
