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

DOI10.1007/BF02362342MaRDI QIDQ1336088zbMATH OpenOpenAlexFDO

Authors P. Deheuvels, V. B. Nevzorov

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

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

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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