Asymptotic Properties of the Times the States Change in a Random Record Process

descriptionPublicationkeyboard_double_arrow_right Article 01 Sep 1987 English Publisher:Society for Industrial & Applied Mathematics (SIAM)Journal:Theory of Probability & Its Applications, volume 31, pages 508-512 (issn: 0040-585X, eissn: 1095-7219,

Copyright policy )

Authors: Yakymiv, A. L.;

doi: 10.1137/1131068

Asymptotic Properties of the Times the States Change in a Random Record Process

- Summary
- Subjects
- Metrics

Abstract

Suppose \(\xi_ 1,\xi_ 2,...\), and \(\eta_ 0,\eta_ 1,\eta_ 2,..\). are all mutually independent, with the distribution function of \(\xi_ i's\) being F(x) \((F(0)=0)\) and of the \(\eta_ i's\) being G(x) (continuous). Let \(K=\{i\geq 1:\eta_ i>\eta_ j\) \((\forall j

Keywords

asymptotic behaviour, record time, Point processes (e.g., Poisson, Cox, Hawkes processes)

Impact byBIP!

	selected citations These citations are derived from selected sources. This is an alternative to the "Influence" indicator, which also reflects the overall/total impact of an article in the research community at large, based on the underlying citation network (diachronically).	8
	popularity This indicator reflects the "current" impact/attention (the "hype") of an article in the research community at large, based on the underlying citation network.	Average
	influence This indicator reflects the overall/total impact of an article in the research community at large, based on the underlying citation network (diachronically).	Top 10%
	impulse This indicator reflects the initial momentum of an article directly after its publication, based on the underlying citation network.	Average