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October, 1979 On the Tail Behaviour of Record-Time Distributions in a Random Record Process
Mark Westcott
Ann. Probab. 7(5): 868-873 (October, 1979). DOI: 10.1214/aop/1176994946

Abstract

Consider a sequence of independent and identically distributed random variables attached to the points of an independent point process $P$. The random record process is the epochs of successive maxima in this sequence. In this paper necessary and sufficient conditions are found to ensure a certain tail behaviour for the distributions of times to successive records, and interrecord times, when $P$ is a renewal process with relatively stable partial sums for its intervals.

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Mark Westcott. "On the Tail Behaviour of Record-Time Distributions in a Random Record Process." Ann. Probab. 7 (5) 868 - 873, October, 1979. https://doi.org/10.1214/aop/1176994946

Information

Published: October, 1979
First available in Project Euclid: 19 April 2007

zbMATH: 0416.60061
MathSciNet: MR542137
Digital Object Identifier: 10.1214/aop/1176994946

Subjects:
Primary: 60F99
Secondary: 60G50, 60K05, 60K99

Rights: Copyright © 1979 Institute of Mathematical Statistics

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Vol.7 • No. 5 • October, 1979
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