Title of article :
Numbers of near bivariate record-concomitant observations
Author/Authors :
Bairamov، نويسنده , , I. and Stepanov، نويسنده , , A.، نويسنده ,
Issue Information :
دوفصلنامه با شماره پیاپی سال 2011
Abstract :
Let Z ¯ 1 = ( X 1 , Y 1 ) , Z ¯ 2 = ( X 2 , Y 2 ) , … be independent and identically distributed random vectors with continuous distribution. Let L ( n ) and X ( n ) denote the n th record time and the n th record value obtained from the sequence of X s. Let Y ( n ) denote the concomitant of the n th record value, which relates to the sequence of Y s. We call Z ¯ i a near bivariate n th record-concomitant observation if Z ¯ i belongs to the open rectangle ( X ( n ) − a , X ( n ) ) × ( Y ( n ) − b 1 , Y ( n ) + b 2 ) , where a , b 1 , b 2 > 0 and L ( n ) < i < L ( n + 1 ) . Asymptotic properties of the numbers of near bivariate record-concomitant observations are discussed in the present work. New techniques for generating bivariate record-concomitants, the numbers of near record observations and the numbers of near bivariate record-concomitant observations are also proposed.
Keywords :
records , Concomitants of records , Near bivariate record-concomitant observations , Limit theorems , Generating of records , bivariate record-concomitants , Insurance claims
Journal title :
Journal of Multivariate Analysis
Journal title :
Journal of Multivariate Analysis