scientific article; zbMATH DE number 4216188

MaRDI QIDQ3363446zbMATH OpenFDO

Authors V. B. Nevzorov

Publication date 1990

Full work available at URL https://eudml.org/doc/68112

zbMATH Keywords

generating functionsrecord timesmartingale techniques

Mathematics Subject Classification ID

Characteristic functions; other transforms (60E10) Extreme value theory; extremal stochastic processes (60G70) Martingales with discrete parameter (60G42)

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Cited in

(2)

• A characteristic martingale related to the counting process of records
• Records in the \(F^ \alpha\)-scheme. I: Martingale properties

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