Abstract
Suppose the upper records \({\left\{ {X_{{L_{n} }} } \right\}}\) from a sequence of i.i.d. random variables is in the domain of attraction of a normal distribution. Consider the D(0,1]-valued process {Zn(·)} constructed by usual interpolation of the partial sums of the records. We prove that under some mild conditions, {Zn} converges to a limiting Gaussian process in D(0,1]. As a consequence, the partial sums of records is asymptotically normal.
Talk to us
Join us for a 30 min session where you can share your feedback and ask us any queries you have
Schedule a callDisclaimer: All third-party content on this website/platform is and will remain the property of their respective owners and is provided on "as is" basis without any warranties, express or implied. Use of third-party content does not indicate any affiliation, sponsorship with or endorsement by them. Any references to third-party content is to identify the corresponding services and shall be considered fair use under The CopyrightLaw.
