On independence of k-record processes: Ignatov's theorem revisited

DOI10.1214/AOAP/1034801255MaRDI QIDQ1371008zbMATH OpenOpenAlexFDO

Authors Yi-Ching Yao

Publication date 1 June 1998

Published in The Annals of Applied Probability (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1214/aoap/1034801255

zbMATH Keywords

Poisson processIgnatov's theorem\(k\)-record processtiebreaking rules

Mathematics Subject Classification ID

Point processes (e.g., Poisson, Cox, Hawkes processes) (60G55)

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Cites work

• scientific article; zbMATH DE number 4005264 (Why is no real title available?)
• scientific article; zbMATH DE number 4030574 (Why is no real title available?)
• scientific article; zbMATH DE number 4080536 (Why is no real title available?)
• scientific article; zbMATH DE number 67298 (Why is no real title available?)
• Ignatov's theorem: an abbreviation of the proof of Engelen, Tommassen and Vervaat
• Independent Poisson processes generated by record values and inter-record times
• The k-record processes are i.i.d.
• The strong approximation of extremal processes (II)

Cited in

(6)

• scientific article; zbMATH DE number 4005264 (Why is no real title available?)
• scientific article; zbMATH DE number 4080536 (Why is no real title available?)
• scientific article; zbMATH DE number 67298 (Why is no real title available?)
• Ignatov's theorem: an abbreviation of the proof of Engelen, Tommassen and Vervaat
• Doob, Ignatov and optional skipping.
• The k-record processes are i.i.d.

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