On the second record derivative of a sequence of exponential random variables

DOI10.1134/S1063454120010069MaRDI QIDQ2227809zbMATH OpenOpenAlexWikidataFDO

Authors V. B. Nevzorov, A. Stepanov

Publication date 15 February 2021

Published in Vestnik St. Petersburg University. Mathematics (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1134/s1063454120010069

zbMATH Keywords

exponential distributionlimit theoremsrecord valuesmethods of record generation

Mathematics Subject Classification ID

Random fields (60G60) Central limit and other weak theorems (60F05) Order statistics; empirical distribution functions (62G30)

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• Generating large sequences of normal maxima via record values

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