A limit theorem for inter-record times
- 1 March 1972
- journal article
- research article
- Published by Cambridge University Press (CUP) in Journal of Applied Probability
- Vol. 9 (01) , 219-223
- https://doi.org/10.1017/s0021900200094857
Abstract
A limit theorem for inter-record times is obtained which seems to explain many of their known asymptotic properties. The process of inter-record times is shown to be approximately non-homogeneous Poisson.Keywords
This publication has 5 references indexed in Scilit:
- On the law of the iterated logarithm for inter-record timesJournal of Applied Probability, 1970
- A note on the waiting times between record observationsJournal of Applied Probability, 1969
- An invariance property of Poisson processesJournal of Applied Probability, 1969
- On outstanding values in a sequence of random variablesProbability Theory and Related Fields, 1969
- Waitingtimes between record observationsJournal of Applied Probability, 1967