Consider a sequence of independent and identically distributed random variables attached to the points of an independent point process $P$. The random record process is the epochs of successive maxima in this sequence. In this paper necessary and sufficient conditions are found to ensure a certain tail behaviour for the distributions of times to successive records, and interrecord times, when $P$ is a renewal process with relatively stable partial sums for its intervals.
Publié le : 1979-10-14
Classification:
Point process,
random record process,
relatively stable,
renewal process,
tails of distributions,
60F99,
60G50,
60K05,
60K99
@article{1176994946,
author = {Westcott, Mark},
title = {On the Tail Behaviour of Record-Time Distributions in a Random Record Process},
journal = {Ann. Probab.},
volume = {7},
number = {6},
year = {1979},
pages = { 868-873},
language = {en},
url = {http://dml.mathdoc.fr/item/1176994946}
}
Westcott, Mark. On the Tail Behaviour of Record-Time Distributions in a Random Record Process. Ann. Probab., Tome 7 (1979) no. 6, pp. 868-873. http://gdmltest.u-ga.fr/item/1176994946/