On the tail behaviour of record-time distributions in a random record process

DOI10.1214/AOP/1176994946MaRDI QIDQ754552zbMATH OpenOpenAlexFDO

Authors Mark Westcott

Publication date 1979

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

Full work available at URL https://doi.org/10.1214/aop/1176994946

zbMATH Keywords

renewal processpoint processtail behaviourrandom record processrelatively stabletails of distributions

Mathematics Subject Classification ID

Point processes (e.g., Poisson, Cox, Hawkes processes) (60G55) Sums of independent random variables; random walks (60G50) Limit theorems in probability theory (60F99) Special processes (60K99) Renewal theory (60K05)

Cited in

(1)

• On subordinated distributions and random record processes

This page was built for publication: On the tail behaviour of record-time distributions in a random record process

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q754552)