On multivariate records from random vectors with independent components

DOI10.1017/jpr.2018.4zbMath1401.60097arXiv1707.08065OpenAlexW2962797636MaRDI QIDQ4684925

Michael Falk, Amir Khorrami Chokami, Simone A. Padoan

Publication date: 26 September 2018

Published in: Journal of Applied Probability (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1707.08065

zbMATH Keywords

waiting timeMarkov chainmultivariate recordcomplete recordterminal record

Mathematics Subject Classification ID

Characterization and structure theory for multivariate probability distributions; copulas (62H05) Extreme value theory; extremal stochastic processes (60G70) Probability distributions: general theory (60E05)

Related Items (2)

Records for time-dependent stationary Gaussian sequences ⋮ General regular variation, Popa groups and quantifier weakening

Cites Work

• Unnamed Item
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• Records in a partially ordered set
• Some results on joint record events
• Many multivariate records

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