Limit theorems for numbers of near-records

Observations occurring between successive record times and within a distance ... of the current record value are called near-records. Limit theorems for the number ... of near records are found for cases in which the parent distribution lies in a maximal domain of attraction and ... is a function of...

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Veröffentlicht in:Extremes (Boston) 2007-12, Vol.10 (4), p.207-224
1. Verfasser: Pakes, Anthony G.
Format: Artikel
Sprache:eng
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Zusammenfassung:Observations occurring between successive record times and within a distance ... of the current record value are called near-records. Limit theorems for the number ... of near records are found for cases in which the parent distribution lies in a maximal domain of attraction and ... is a function of ... . Corollaries are indicated for numbers of near-k-records and sums of near-records. If the parent law is thin-tailed and a is constant, then a centered and normed version of ... has a limit law under appropriate conditions. (ProQuest: ... denotes formulae and non-USASCII text omitted)
ISSN:1386-1999
1572-915X
DOI:10.1007/s10687-007-0041-3