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Extremal processes and record value times

Published online by Cambridge University Press:  01 July 2016

S. Resnick*
Affiliation:
Stanford University

Abstract

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Type
II Contributed Papers
Copyright
Copyright © Applied Probability Trust 1974 

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References

[1] Dwass, M. (1964) Extremal processes. Ann. Math. Statist. 35, 17181725.CrossRefGoogle Scholar
[2] Resnick, S. I. and Rubinovitch, M. (1973) The structure of extremal processes. Adv. Appl. Prob. 5, 287307.CrossRefGoogle Scholar
[3] Resnick, S. I. (1973) Extremal processes and record value times. J. Appl. Prob. 10, 864868.CrossRefGoogle Scholar
[4] Shorrock, R. (1972) A limit theorem for inter-record times. J. Appl. Prob. 9, 219223.Google Scholar