Central limit theorems for the number of records in discrete models

Citation
Raul Gouet et al., Central limit theorems for the number of records in discrete models, Advances in applied probability , 37(2), 2005, pp. 781-800
ISSN journal
00018678
Volume
37
Issue
2
Year of publication
2005
Pages
781 - 800
Database
ACNP
SICI code
Abstract
Consider a sequence (Xn) of independent and identically distributed random variables taking nonnegative integer values, and call Xn a record if Xn> max{X1,.,Xn.1}. By means of martingale arguments it is shown that the counting process of records among the first n observations, suitably centered and scaled, is asymptotically normally distributed.