A record-values property of a renewal process with random inspection time

DOI10.1016/J.SPL.2023.109785zbMath1515.60277MaRDI QIDQ6101730

Udo Kamps, Diana Rauwolf

Publication date: 20 June 2023

Published in: Statistics \& Probability Letters (Search for Journal in Brave)

zbMATH Keywords

record valuescharacterizationPoisson processLiouville distributionweighted distributionorder-statistics property

Mathematics Subject Classification ID

Extreme value theory; extremal stochastic processes (60G70) Characterization and structure theory of statistical distributions (62E10) Point processes (e.g., Poisson, Cox, Hawkes processes) (60G55) Renewal theory (60K05)

Cites Work

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• Discussion on “Size-Biased Risk Measures of Compound Sums,” by Michel Denuit, January 2020

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