On the average number of records for sequences of not identically distributed random variables

DOI10.3103/S106345411204005XzbMath1261.62044OpenAlexW1991539398MaRDI QIDQ1946297

Valeriĭ Borisovich Nevzorov

Publication date: 19 April 2013

Published in: Vestnik St. Petersburg University. Mathematics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.3103/s106345411204005x

zbMATH Keywords

record valuesprobability inequalitiesrecord times

Mathematics Subject Classification ID

Exact distribution theory in statistics (62E15) Extreme value theory; extremal stochastic processes (60G70) Statistics of extreme values; tail inference (62G32)

Related Items (2)

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

Cites Work

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• Records in the \(F^\alpha\)-scheme. II: Limit laws
• Records in the \(F^ \alpha\)-scheme. I: Martingale properties
• Asymptotic distributions of records in nonstationary schemes

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