On subordinated distributions and random record processes
- 1 March 1983
- journal article
- Published by Cambridge University Press (CUP) in Mathematical Proceedings of the Cambridge Philosophical Society
- Vol. 93 (2) , 339-353
- https://doi.org/10.1017/s0305004100060643
Abstract
Consider a sequence of i.i.d. random variables attached to the points of an independent point process. The random record process is the process of epochs of successive maxima in this sequence. Various limit theorems are proved for the distribution of times to successive records and interrecord times. Some new results on the tail-behaviour of subordinated distributions are needed.This publication has 13 references indexed in Scilit:
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