Processing math: 0%
Poisson Approximations for r-Scan Processes
Dembo, Amir ; Karlin, Samuel
Ann. Appl. Probab., Tome 2 (1992) no. 4, p. 329-357 / Harvested from Project Euclid
Let X_i be positive i.i.d. random variables (or more generally a uniformly mixing positive-valued ergodic stationary process). The r-scan process induced by \{X_i\} is R_i = \sum^{i+r-1}_{k=i} X_k, i = 1, 2, \ldots, n - r + 1. Limiting distributions for the extremal order statistics among \{R_i\} suitably normalized (and appropriate threshold values a = a_n and b = b_n) are derived as a consequence of Poisson approximations to the Bernoulli sums N^-(a) = \sum^{n+r-1}_{i=1} W^-_i(a) and N^+(b) = \sum^{n-r+1}_{i=1}W^+_i(b), where W^-_i(a) \lbrack W^+_i(b) \rbrack = 1 or 0 according as R_i \leq a (R_i > b) occurs or not. Applications include limit theorems for r-spacings based on i.i.d. uniform \lbrack 0, 1 \rbrack r.v.'s, for extremal r-spacings based on i.i.d. samples from a general density and for the r-scan process with a variable time horizon.
Publié le : 1992-05-14
Classification:  r-scans,  r-spacings,  extremal distributions,  Poisson approximation,  60F05,  60E20,  60G50
@article{1177005707,
     author = {Dembo, Amir and Karlin, Samuel},
     title = {Poisson Approximations for $r$-Scan Processes},
     journal = {Ann. Appl. Probab.},
     volume = {2},
     number = {4},
     year = {1992},
     pages = { 329-357},
     language = {en},
     url = {http://dml.mathdoc.fr/item/1177005707}
}
Dembo, Amir; Karlin, Samuel. Poisson Approximations for $r$-Scan Processes. Ann. Appl. Probab., Tome 2 (1992) no. 4, pp.  329-357. http://gdmltest.u-ga.fr/item/1177005707/