The joint distribution of the $n$th record value and the $n$th inter-record time is considered to obtain a transformation which has nondegenerate limit distribution.
Publié le : 1975-12-14
Classification:
Record values,
inter-record times,
60F05
@article{1176996226,
author = {Siddiqui, M. M. and Biondini, Ronald W.},
title = {The Joint Distribution of Record Values and Inter-Record Times},
journal = {Ann. Probab.},
volume = {3},
number = {6},
year = {1975},
pages = { 1012-1013},
language = {en},
url = {http://dml.mathdoc.fr/item/1176996226}
}
Siddiqui, M. M.; Biondini, Ronald W. The Joint Distribution of Record Values and Inter-Record Times. Ann. Probab., Tome 3 (1975) no. 6, pp. 1012-1013. http://gdmltest.u-ga.fr/item/1176996226/