Limit theorems for record values using power normalization

• Autores: Bronius Grigelionis
• Localización: Lithuanian mathematical journal, ISSN 0363-1672, Vol. 46, Nº. 4, 2006, págs. 398-405
• Idioma: inglés
• DOI: 10.1007/s10986-006-0037-8
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• Resumen

  • The paper obtains a complete description of the limit distributions of record values of a sequence of i.i.d. random variables with common continuous distribution function F under power normalization. For each of the six types of limiting laws, we obtain criteria for F to belong to the corresponding domain of attraction as well as the form of the normalizing constants.