Abstract
A correspondence between record values and independent increment point processes is established. The asymptotic behaviour of record value sequences is studied, and results on the asymptotic behaviour of record times (for continuous F) are obtained as special cases. The joint law of the kth record value and the kth record time is also derived.
Publisher
Cambridge University Press (CUP)
Subject
Statistics, Probability and Uncertainty,General Mathematics,Statistics and Probability
Cited by
22 articles.
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