Asymptotic behaviour of a number of repeated records

DOI10.1016/S0167-7152(96)00215-5zbMath0883.60050OpenAlexW2076005098MaRDI QIDQ1365187

M. Nadareishvili, A. M. Nikabadze, Estate V. Khmaladze

Publication date: 16 March 1998

Published in: Statistics \& Probability Letters (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/s0167-7152(96)00215-5

zbMATH Keywords

point processesasymptotic distributionsZipf's lawindependent random walksrepetitions of the record

Mathematics Subject Classification ID

Extreme value theory; extremal stochastic processes (60G70) Point processes (e.g., Poisson, Cox, Hawkes processes) (60G55)

Related Items (20)

A note on the paper of Khmaladze et al ⋮ Numbers of near-maxima for the bivariate case ⋮ Number of observations near the maximum in anF^α-scheme ⋮ Exceedances of records ⋮ The number of records within a random interval of the current record value ⋮ Limit laws for the cumulative number of ties for the maximum in a random sequence ⋮ On \(\delta\)-record observations: asymptotic rates for the counting process and elements of maximum likelihood estimation ⋮ On the number of near-maximum insurance claim under dependence. ⋮ Limit distributions of upper order statistics for families of multivariate distributions ⋮ Asymptotic normality for the counting process of weak records and \(\delta \)-records in discrete models ⋮ Asymptotic properties of numbers of near minimum observations under progressive type-II censoring ⋮ On the number of near-records after the maximum observation in a continuous sample ⋮ A note on the number of observations near an order statistic ⋮ Criteria for convergence of the number of near maxima for long tails ⋮ How Many Observations Fall in a Neighborhood of an Order Statistic? ⋮ On the number of points near the multivariate maxima ⋮ NUMBERS OF OBSERVATIONS NEAR ORDER STATISTICS ⋮ Slow convergence of the number of near-maxima for Burr XII distributions ⋮ Unnamed Item ⋮ Limit laws for the number of near maxima via the Poisson approximation

Cites Work

• Functional limit theorems for linear statistics from sequential ranks
• Point processes and queues. Martingale dynamics
• On the number of maxima in a discrete sample
• ON THE NUMBER OF RECORDS NEAR THE MAXIMUM
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