Joint distribution of order statistics generated by records (Q1291964): Difference between revisions
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Property / author: Mohammad Ahsanullah / rank | |||
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Property / author: Valeriĭ Borisovich Nevzorov / rank | |||
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Property / cites work: Characteristic properties of order statistics based on random sample size from an exponential distribution / rank | |||
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Property / cites work: Q5813591 / rank | |||
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Property / cites work: Q3819830 / rank | |||
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Property / cites work: On outstanding values in a sequence of random variables / rank | |||
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Property / full work available at URL: https://doi.org/10.1007/bf02364809 / rank | |||
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Latest revision as of 09:54, 30 July 2024
scientific article
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English | Joint distribution of order statistics generated by records |
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Statements
Joint distribution of order statistics generated by records (English)
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13 July 1999
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Let \(\{Z_j, j\geq 0\}\) be a sequence of i.i.d. exponential \(\text{Exp}(1)\) random variables and let \(Z_{1,n}< Z_{2,n}<\cdots< Z_{n,n}\), \(n= 1,2,\dots\), be the corresponding order statistics. For \(k= 1,2,\dots\), the \(k\)th record values \(Z(n,k)\) are defined by \(Z(n,k)= Z_{L(n, k)-k+ 1,L(n, k)}\), \(n= 1,2,\dots\), where \(L(1,k)= k\), \(L(m+ 1,k)= \min\{j>L(m, k): Z_j> Z_{j- k,j-1}\}\), \(m= 1,2,\dots\)\ . The authors describe the structure of the Markov process \(\{Z^{(n)}= (Z(n, k),\dots, Z(n, 1)), n\geq 1\}\).
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records
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Markov processes
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