Embedding sequences of successive maxima in extremal processes, with applications
- 1 March 1987
- journal article
- research article
- Published by Cambridge University Press (CUP) in Journal of Applied Probability
- Vol. 24 (04) , 827-837
- https://doi.org/10.1017/s0021900200116717
Abstract
Consequences of embedding sequences {Mn } in an extremal-F process are discussed where Mn represents the maximum of n independent (but not necessarily identically distributed) random variables. Various limit theorems are proved for the sample record rate, record times, inter-record times, and record values. These results are illustrated with applications to three particular record models: the Yang (1975) record model where population size increases geometrically, a record model where linear improvement is present, and a record model incorporating features of the previous two.Keywords
This publication has 4 references indexed in Scilit:
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- Inverses of extremal processesAdvances in Applied Probability, 1974
- The structure of extremal processesAdvances in Applied Probability, 1973