On the tail behaviour of record-time distributions in a random record process

DOI10.1214/aop/1176994946zbMath0416.60061OpenAlexW2025646234MaRDI QIDQ754552

Mark Westcott

Publication date: 1979

Published in: The Annals of Probability (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1214/aop/1176994946

zbMATH Keywords

point processtail behaviourrenewal processrandom record processrelatively stabletails of distributions

Mathematics Subject Classification ID

Sums of independent random variables; random walks (60G50) Special processes (60K99) Point processes (e.g., Poisson, Cox, Hawkes processes) (60G55) Limit theorems in probability theory (60F99) Renewal theory (60K05)

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