On record indices and record times
type: Item
instance of: scholarly article
title: On record indices and record times
zbMATH Open document ID: 0826.60039
DOI: 10.1016/0378-3758(94)00063-8
published in: Journal of Statistical Planning and Inference
publication date: 1995-05-23T00:00:00Z
review text: It is by now a classical result in extreme value theory that for independent and identically distributed continuous random variables the record indices form a sequence of independent random variables, or that the record times form a Markov chain. The authors give general conditions when the just cited independence of the record indices remains to hold if the underlying sequence of random variables is assumed independent but not identically distributed, nor is the continuity of the underlying distributions assumed. The correlation structure of the record indices is further studied when the criterion leading to independence is not satisfied.
Mathematics Subject Classification ID: 60G70
Mathematics Subject Classification ID: 62E10
Mathematics Subject Classification ID: 60J05
zbMATH DE Number: 758072
zbMATH Keywords: extreme value theory
zbMATH Keywords: record indices
zbMATH Keywords: independence of the record indices
zbMATH Keywords: correlation structure
author: K. Borovkov
author: Dietmar Pfeifer
reviewed by: Janos Galambos
MaRDI profile type: Publication
full work available at URL: 0378-3758(94)00063-8
OpenAlex ID: W1973873147
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description: scientific article; zbMATH DE number 758072