On the number and sum of near-record observations

Advances in Applied Probability

Volumn 37, Issue 3, 2005, Pages 765-780

  Balakrishnan, N ^a   Pakes, A G ^b   Stepanov, Alexei ^c  

^a MCMASTER UNIVERSITY   (Canada)

^b UNIVERSITY OF WESTERN AUSTRALIA   (Australia)

^c KALININGRAD STATE TECHNICAL UNIVERSITY   (Russian Federation)

Author keywords

Insurance claim; Limit theorem; Near record observarion; Record; Record time; Sum of near rccord observations

Indexed keywords

ASYMPTOTIC STABILITY; CONVERGENCE OF NUMERICAL METHODS; PROBABILITY DENSITY FUNCTION; RANDOM PROCESSES; THEOREM PROVING; VECTORS;

ASYMPTOTIC PROPERTIES; CONTINUOUS DISTRIBUTION FUNCTION; INSURANCE CLAIM; LIMIT THEOREM; PROBABILITY MASS FUNCTIONS; RECORD TIME; SUM OF NEAR-RECORD OBSERVATION;

PROBABILITY DISTRIBUTIONS;

EID: 27144452130     PISSN: 00018678     EISSN: None     Source Type: Journal    
DOI: 10.1239/aap/1127483746     Document Type: Article

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