Random record models
- 1 March 1976
- journal article
- research article
- Published by Cambridge University Press (CUP) in Journal of Applied Probability
- Vol. 13 (03) , 538-547
- https://doi.org/10.1017/s0021900200104085
Abstract
We study record times, mainly, and sizes in the following context. LetXndenote the size of thenth event occurring in a point stochastic pacing process 𝒫. TheXnis i.i.d. and 𝒫 is, variously, Poisson, negative binomial, renewal and Furry. Explicit distributions of first-record times are found, domains of attraction studied and the asymptotic lognormality of thenth-record time is shown for Poisson 𝒫.Keywords
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