Records in the F^ -scheme. I: Martingale properties

DOI10.1007/BF02362342zbMATH Open0852.60057OpenAlexW2076557313MaRDI QIDQ1336088FDOQ1336088

V. B. Nevzorov, P. Deheuvels

Publication date: 17 October 1994

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

Full work available at URL: https://doi.org/10.1007/bf02362342

zbMATH Keywords

martingalesrecords

Mathematics Subject Classification ID

Extreme value theory; extremal stochastic processes (60G70)

Cites Work

• Extremal processes, secretary problems and the 1/e law
• Some remarks on nevzorov's record model
• On the distribution of the inter-record times in an increasing population
• Embedding sequences of successive maxima in extremal processes, with applications
• On record values and record times
• Strong approximations of k-th records and k-th record times by Wiener processes
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Cited In (3)

• Record values with constraints
• On the history of the St. Petersburg school of probability and statistics. III: Distributions of functionals of processes, stochastic geometry, and extrema
• On the average number of records for sequences of not identically distributed random variables

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