Asymptotics of the $k$th record times
Teoriâ veroâtnostej i ee primeneniâ, Tome 40 (1995) no. 4, pp. 925-928
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Let $\eta_{0,n}\le\eta_{1,n}\le\dots\le\eta_{n,n}$ be the set of ordered statistics constructed by a sequence of independent identically distributed random variables $\eta_0,\eta_1,\dots,\eta_n$ and let $\nu^{(k)}(0)=k-1$, $$ \nu^{(k)}(n+1)=\min\{j>\nu^{(k)}(n):\eta_j>\eta_{j-k,j-1}\}, \qquad n=0,1,2,\dots, $$ be the $k$th record times. For fixed $k$ and $n$, the asymptotic behavior of the probability $\mathbf P\{\nu^{(k)}(n)>t\}$ is studied as $t\to\infty$.
Keywords:
the set of ordered statistics, record times, kth record times.
@article{TVP_1995_40_4_a21,
author = {A. L. Yakymiv},
title = {Asymptotics of the $k$th record times},
journal = {Teori\^a vero\^atnostej i ee primeneni\^a},
pages = {925--928},
year = {1995},
volume = {40},
number = {4},
language = {ru},
url = {http://geodesic.mathdoc.fr/item/TVP_1995_40_4_a21/}
}
A. L. Yakymiv. Asymptotics of the $k$th record times. Teoriâ veroâtnostej i ee primeneniâ, Tome 40 (1995) no. 4, pp. 925-928. http://geodesic.mathdoc.fr/item/TVP_1995_40_4_a21/