Generation of records obtained from sequences of independent and non-identically distributed variables

DOI10.1134/s1063454123040131WikidataQ129445637 ScholiaQ129445637MaRDI QIDQ6127175

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Publication date: 10 April 2024

Published in: Vestnik St. Petersburg University. Mathematics (Search for Journal in Brave)

zbMATH Keywords

recordsrejection methodinverse-transform methodgeneration algorithmselapsed timeGumbel distribution function

Mathematics Subject Classification ID

Statistics (62-XX) Stochastic processes (60Gxx) Nonparametric inference (62Gxx)

Cites Work

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• Simulation of gamma records
• Records with confirmation
• Numbers of near bivariate record-concomitant observations
• Records via probability theory
• Concomitants of records: limit results, generation techniques, correlation
• Discrete records: limit theorems for their spacings and generation methods
• Conditional moments of record times
• Generating large sequences of normal maxima via record values
• On Box–Muller Transformation and Simulation of Normal Record Data
• On simulation of weak records
• On simulation of normal records

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