Generating functions for k-th record times --- a martingale approach

DOI10.1007/BF01254280MaRDI QIDQ1179889zbMATH OpenOpenAlexFDO

Authors V. B. Nevzorov

Publication date 27 June 1992

Published in Journal of Mathematical Sciences (New York) (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1007/bf01254280

zbMATH Keywords

generating functionsmartingale techniquesrecord times

Mathematics Subject Classification ID

Characteristic functions; other transforms (60E10) Martingales with discrete parameter (60G42) Extreme value theory; extremal stochastic processes (60G70)

Review text

See the review in Zbl 0738.60049.

Cited in

(2)

• On the history of the St. Petersburg school of probability and statistics. III: Distributions of functionals of processes, stochastic geometry, and extrema
• scientific article; zbMATH DE number 4216188 (Why is no real title available?)

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