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On Subordinated Distributions and Random Record Processes

Abstract:

Consider a sequence of i.i.d. random variables attached to the points of an independent point process J. The random record process is the process of epochs of successive maxima in this sequence. Various limit theorems are proved for the distribution of times to successive records and interrecord times. Some new results on the tail-behaviour of subordinated distributions are needed. © 1983, Cambridge Philosophical Society. All rights reserved.

Año de publicación:

1983

Keywords:

    Fuente:

    scopusscopus

    Tipo de documento:

    Article

    Estado:

    Acceso restringido

    Áreas de conocimiento:

    • Probabilidad
    • Probabilidad

    Áreas temáticas:

    • Probabilidades y matemática aplicada
    • Ciencias de la computación

    Contribuidores:

    Edward A.M. OmeyEdward A.M. Omey
    Embrechts P.Embrechts P.