Publications and Preprints
Asymptotic Properties of Sums of Upper Records
by
Arup Bose, Sreela Gangopadhyay, Anish Sarkar and Arindam Sengupta
Arnold [1] raised several questions for upper records, including characterizing all limit
distributions of normalised partial sums of upper records. We provide some answers in the
case when the distribution from which the samples are drawn is bounded above. When
the distribution is not bounded above, we give sufficient conditions on the distribution for
the properly normalized partial sums to converge to a standard normal distribution. We
show that our conditions are general enough so that the examples provided by Arnold are
covered by our results.
isid/ms/2002/29 [fulltext]
Click here to return to Preprints Page