Tail expansions for random record distributions

Publikation: Beitrag in Fachzeitschrift › Artikel › Forschung › Peer-Review

Autoren

  • Rudolf Grübel
  • Niklas Von Öhsen

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OriginalspracheEnglisch
Seiten (von - bis)365-382
Seitenumfang18
FachzeitschriftMathematical Proceedings of the Cambridge Philosophical Society
Jahrgang130
Ausgabenummer2
PublikationsstatusVeröffentlicht - März 2001

Abstract

The random record distribution ν associated with a probability distribution μ can be written as a convolution series, ν = Σn=1∞(n + 1)-1μ(Black star)n. Various authors have obtained results on the behaviour of the tails ν((cursive Greek chi, ∞)) as cursive Greek chi → ∞, using Laplace transforms and the associated Abelian and Tauberian theorems. Here we use Gelfand transforms and the Wiener-Lévy-Gelfand Theorem to obtain expansions of the tails under moment conditions on μ. The results differ notably from those known for other convolution series.

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Tail expansions for random record distributions. / Grübel, Rudolf; Von Öhsen, Niklas.
in: Mathematical Proceedings of the Cambridge Philosophical Society, Jahrgang 130, Nr. 2, 03.2001, S. 365-382.

Publikation: Beitrag in Fachzeitschrift › Artikel › Forschung › Peer-Review

Grübel R, Von Öhsen N. Tail expansions for random record distributions. Mathematical Proceedings of the Cambridge Philosophical Society. 2001 Mär;130(2):365-382. doi: 10.1017/S0305004100004746, 10.15488/2706
Grübel, Rudolf ; Von Öhsen, Niklas. / Tail expansions for random record distributions. in: Mathematical Proceedings of the Cambridge Philosophical Society. 2001 ; Jahrgang 130, Nr. 2. S. 365-382.
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