On record values and record times-Reference-Cited by-同舟云学术

On record values and record times

Published:1972-06 Issue:2 Volume:9 Page:316-326
ISSN:0021-9002
Container-title:Journal of Applied Probability
language:en
Short-container-title:Journal of Applied Probability

Author:

Shorrock R. W.

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

Reference8 articles.

1. A limit theorem for inter-record times

2. On the law of the iterated logarithm for inter-record times

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