Record Statistics from Point Process Models
作者： H. N. Nagaraja
DOI: 10.1007/978-1-4613-3638-9_21
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摘要: Let X0, X1,… be a sequence of independent identically distributed random variables with continuous distribution function. Suppose these are observed at successive time points determined by an point process P defined on positive reals. We say Xj is upper record value if = max(X0,…, Xj). {RjS, j ≥ 1} the records and let {Tj, times which observed. describe related statistics under various assumptions P. discuss some applications results to climatology, shock models, best-choice problem.
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