Record and interrecord times for sequences of nonidentically distributed random variables

DOI10.1007/BF01663462zbMath0611.62049OpenAlexW2063357261MaRDI QIDQ1087273

Valeriĭ Borisovich Nevzorov

Publication date: 1987

Published in: Journal of Soviet Mathematics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/bf01663462

zbMATH Keywords

momentsinequalitiesMarkov chainMarkov propertyrecord timesnon-identically distributed random variablesinter-record timesasymptotically independent uniform variables

Mathematics Subject Classification ID

Asymptotic distribution theory in statistics (62E20) Central limit and other weak theorems (60F05) Order statistics; empirical distribution functions (62G30) Markov chains (discrete-time Markov processes on discrete state spaces) (60J10)

Related Items (5)

k-th record times and their generalizations ⋮ Limit Theorems for Record Indicators in Threshold $F^\alpha$-Schemes ⋮ Distribution of record statistics in a geometrically increasing population ⋮ On the history of the St. Petersburg school of probability and statistics. III: Distributions of functionals of processes, stochastic geometry, and extrema ⋮ Distribution of Record Statistics in aq-Factorially Increasing Population

Cites Work

• Unnamed Item
• On the distribution of the inter-record times in an increasing population
• Record Times
• On record values and record times

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