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On record values and record times

Published online by Cambridge University Press:  14 July 2016

R. W. Shorrock
R. W. Shorrock*
Affiliation:
The University of British Columbia
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Abstract

A correspondence between record values and independent increment point processes is established. The asymptotic behaviour of record value sequences is studied, and results on the asymptotic behaviour of record times (for continuous F) are obtained as special cases. The joint law of the kth record value and the kth record time is also derived.

Keywords

RECORD VALUERECORD TIMEPOINT PROCESSINDEPENDENT INCREMENT

Information

Type
Research Papers
Information
Journal of Applied Probability , Volume 9 , Issue 2 , June 1972 , pp. 316 - 326
Copyright
Copyright © Applied Probability Trust 1972 

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References

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