Normal approximations of the number of records in geometrically distributed random variables

We establish the asymptotic normality of the number of upper records in a sequence of iid geometric random variables. Large deviations and local limit theorems as well as approximation theorems for the number of lower records are also derived.

• Type: Journal
• Year: 1998
• Where: RSA
• Authors: Zhi-Dong Bai, Hsien-Kuei Hwang, Wen-Qi Liang
• Keywords: Asymptotic Normality, Geometric Random Variables, RSA 1998, Upper Records