Limit laws for the cumulative number of ties for the maximum in a random sequence (Q2390459)
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scientific article
| Language | Label | Description | Also known as |
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| English | Limit laws for the cumulative number of ties for the maximum in a random sequence |
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Limit laws for the cumulative number of ties for the maximum in a random sequence (English)
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22 July 2009
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Let \(\{X_n,n \geq 1\}\) be a sequence of independent, identically distributed, nonnegative integer-valued random variables. An observation \(X_n\) is said to be a tie for the maximum if \(X_n=\max \{X_1,\ldots,X_{n-1}\}\). The counting process of ties is denoted by \(T_n=\sum_{i=1}^n I_i, n \geq 1\), where \(I_i=\boldsymbol1_{\{X_i=M_{i-1}\}}\) is the indicator of a tie. The authors obtain weak and strong laws of large numbers and central limit theorems for the process \(T_n\).
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ties
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records
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weak records
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distrete distributions
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limit theorems
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