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

DOI10.1134/S1063454120010069zbMath1460.62064OpenAlexW4285717409WikidataQ115525928 ScholiaQ115525928MaRDI QIDQ2227809

Valeriĭ Borisovich Nevzorov, Alexei 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 distributionrecord valueslimit theoremsmethods of record generation

Mathematics Subject Classification ID

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

Cites Work

• Generating large sequences of normal maxima via record values
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