Abstract
We study record times, mainly, and sizes in the following context. LetXndenote the size of thenth event occurring in a point stochastic pacing process 𝒫. TheXnis i.i.d. and 𝒫 is, variously, Poisson, negative binomial, renewal and Furry. Explicit distributions of first-record times are found, domains of attraction studied and the asymptotic lognormality of thenth-record time is shown for Poisson 𝒫.
Publisher
Cambridge University Press (CUP)
Subject
Statistics, Probability and Uncertainty,General Mathematics,Statistics and Probability
Cited by
9 articles.
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