Hostname: page-component-586b7cd67f-g8jcs Total loading time: 0 Render date: 2024-11-26T01:29:43.698Z Has data issue: false hasContentIssue false

A note on record times

Published online by Cambridge University Press:  14 July 2016

Mark Westcott*
Affiliation:
C.S.I.R.O. Division of Mathematics and Statistics, Canberra

Abstract

This note indicates two alternative proofs for a result of Galambos and Seneta [1] on the distribution of ratios of successive record times in a sequence of independent and identically distributed random variables. Some consequences of one method of proof are discussed, and its analogues in a continuous time setting are described.

Type
Short Communications
Copyright
Copyright © Applied Probability Trust 1977 

Access options

Get access to the full version of this content by using one of the access options below. (Log in options will check for institutional or personal access. Content may require purchase if you do not have access.)

References

[1] Galambos, J. and Seneta, E. (1975) Record times. Proc. Amer. Math. Soc. 50, 383387.CrossRefGoogle Scholar
[2] Gaver, D. P. (1976) Random record models. J. Appl. Prob. 13, 538547.CrossRefGoogle Scholar
[3] Shorrock, R. W. (1972) On record values and record times. J. Appl. Prob. 9, 316326.CrossRefGoogle Scholar
[4] Williams, D. (1973) On Rényi's ‘record’ problem and Engel's series. Bull. London Math. Soc. 5, 235237 CrossRefGoogle Scholar
[5] Westcott, M. (1977) The random record model. Proc. R. Soc. London A. To appear.Google Scholar