Independent Poisson processes generated by record values and inter-record times

DOI10.1016/0304-4149(85)90033-XzbMath0578.60048MaRDI QIDQ1066550

A. J. Stam

Publication date: 1985

Published in: Stochastic Processes and their Applications (Search for Journal in Brave)

zbMATH Keywords

record valuesPoisson processCox processrecord epochs

Mathematics Subject Classification ID

Order statistics; empirical distribution functions (62G30) Point processes (e.g., Poisson, Cox, Hawkes processes) (60G55)

Related Items (6)

Doob, Ignatov and optional skipping. ⋮ Processes of \(r^{th}\) largest ⋮ On independence of \(k\)-record processes: Ignatov's theorem revisited ⋮ Bounds based on greatest convex minorants for moments of record values ⋮ K-th Record Values and Their Basic Properties ⋮ The k-record processes are i.i.d.

Cites Work

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• Extremal processes. II
• The strong approximation of extremal processes (II)
• Extremal processes and random measures
• Inverses of extremal processes
• On Extreme Order Statistics
• Extremal Processes
• On record values and record times

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