A characteristic martingale related to the counting process of records

DOI10.1007/s10959-007-0065-2zbMath1132.60045OpenAlexW2030295368MaRDI QIDQ2385603

F. Javier López, Gerardo Sanz, Raúl Gouet

Publication date: 12 October 2007

Published in: Journal of Theoretical Probability (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s10959-007-0065-2

zbMATH Keywords

martingalesrecordscharacterization of distributions

Mathematics Subject Classification ID

Extreme value theory; extremal stochastic processes (60G70)

Related Items (2)

Characterizations of the Weibull and uniform distributions using record values ⋮ Numbers of near bivariate record-concomitant observations

Cites Work

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• Characterizations of probability distributions. A unified approach with an emphasis on exponential and related models
• On characterizations based on record values and order statistics
• Two characterizations based on order statistics and records
• Waiting times without memory
• The Integrated Cauchy Functional Equation: Some Comments on Recent Papers
• Central limit theorems for the number of records in discrete models

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