Convergence of lower records and infinite divisibility

DOI10.1239/jap/1067436087zbMath1060.60009OpenAlexW1984587277MaRDI QIDQ4819502

Anish Sarkar, Arindam Sengupta, Sreela Gangopadhyay, Arup Bose

Publication date: 27 September 2004

Published in: Journal of Applied Probability (Search for Journal in Brave)

Full work available at URL: https://semanticscholar.org/paper/212a0e3dfac67a860a5d8d1ada809cf4b16ce505

zbMATH Keywords

asymptotic distributionLévy measureinfinite divisibilitygeometric distributionself-decomposablegeneralized gamma convolutionlower record

Mathematics Subject Classification ID

Infinitely divisible distributions; stable distributions (60E07) Asymptotic distribution theory in statistics (62E20) Exact distribution theory in statistics (62E15) Characteristic functions; other transforms (60E10)

Related Items

A note on concomitants of records ⋮ Convergence of linear functions of Pfeifer records ⋮ Convergence of tail sum for records ⋮ Infinite divisibility of infinite sums of lower records: a simple proof

Cites Work

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• Generalized gamma convolutions and related classes of distributions and densities
• Equivalence of infinitely divisible distributions
• The asymptotic distribution of sums of records
• Asymptotic properties of sums of upper records
• Limit laws for record values
• Sur la distribution limite du terme maximum d'une série aléatoire