The k-record processes are i.i.d.

DOI10.1007/BF00535268zbMath0535.60037OpenAlexW2097791051MaRDI QIDQ3319501

L. C. G. Rogers, Charles M. Goldie

Publication date: 1984

Published in: Zeitschrift für Wahrscheinlichkeitstheorie und verwandte Gebiete (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/bf00535268

zbMATH Keywords

Brownian excursionPoisson processrecord processes

Mathematics Subject Classification ID

Martingales with discrete parameter (60G42) Point processes (e.g., Poisson, Cox, Hawkes processes) (60G55)

Related Items (8)

Doob, Ignatov and optional skipping. ⋮ Strong approximations of k-th records and k-th record times by Wiener processes ⋮ Processes of \(r^{th}\) largest ⋮ On independence of \(k\)-record processes: Ignatov's theorem revisited ⋮ Invariant record processes and applications to best choice modelling ⋮ K-th Record Values and Their Basic Properties ⋮ Embedding optimal selection problems in a Poisson process ⋮ Exact Distributions of the Number ofr-Records and ther-Record and Inter-r-Record Times

Cites Work

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• Independent Poisson processes generated by record values and inter-record times
• The strong approximation of extremal processes (II)
• An extension of watanabe's theorem of characterization of poisson processes over the positive real half line
• Path Decomposition and Continuity of Local Time for One-Dimensional Diffusions, I
• Extremal processes and random measures
• On discrete time extremal processes
• On record values and record times

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