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Records from a power model of independent observations

Part of: Stochastic processes

Published online by Cambridge University Press:  14 July 2016

Ishay Weissman
Ishay Weissman*
Affiliation:
Technion — Israel Institute of Technology
*
∗Postal address: Faculty of Industrial Engineering and Management, Technion — Israel Institute of Technology, Haifa 32000, Israel.
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Abstract

Records from are analyzed, where {Yj} is an independent sequence of random variables. Each Yj has a continuous distribution function Fj = Fλj for some distribution F and some λ j > 0. We study records, record times and related quantities for this sequence. Depending on the sequence of powers , a wide spectrum of behaviour is exhibited.

Keywords

EXTREMAL PROCESSESREGULARLY VARYING SEQUENCESUNIFORMASYMPTOTIC NEGLIGIBILITY

MSC classification

Primary: 60G10: Stationary processes
Type
Research Papers
Information
Journal of Applied Probability , Volume 32 , Issue 4 , December 1995 , pp. 982 - 990
Copyright
Copyright © Applied Probability Trust 1995 

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