The random record model
- 26 September 1977
- journal article
- Published by The Royal Society in Proceedings of the Royal Society of London. Series A. Mathematical and Physical Sciences
- Vol. 356 (1687) , 529-547
- https://doi.org/10.1098/rspa.1977.0149
Abstract
This paper contains a detailed study of the random record model, which is the process of successive upper records in a sequence of independent and identically distributed variates occurring at the points of an independent point process. Asymptotic properties of the record and inter-record times, and of the number of records in a fixed interval, are derived, for both large time intervals and large record index numbers. A generalization which permits some dependence between the variates and the point process is also discussed, with emphasis on explicit results.Keywords
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