Generating functions for \(k\)-th record times --- a martingale approach

DOI10.1007/BF01254280zbMath0836.60058OpenAlexW2061307590MaRDI QIDQ1179889

Valeriĭ Borisovich Nevzorov

Publication date: 27 June 1992

Published in: Journal of Mathematical Sciences (New York) (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/bf01254280

zbMATH Keywords

generating functionsrecord timesmartingale techniques

Mathematics Subject Classification ID

Martingales with discrete parameter (60G42) Extreme value theory; extremal stochastic processes (60G70) Characteristic functions; other transforms (60E10)

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On the history of the St. Petersburg school of probability and statistics. III: Distributions of functionals of processes, stochastic geometry, and extrema

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