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RSA
1998
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13 years 11 months ago
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 approxim...
Zhi-Dong Bai, Hsien-Kuei Hwang, Wen-Qi Liang