Generating functions for kTH record times - a martingale approach

V. B. Nevzorov

doi:10.1007/bf01254280

journal article Feb 01, 1994

Generating functions for kTH record times - a martingale approach

V. B. Nevzorov

Journal of Mathematical Sciences Vol. 68 No. 4 pp. 545-550 · Springer Science and Business Media LLC

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References

7

[1]

K. N. Chandler, "The distribution and frequency of record values," J.R. Stat. Soc.,B14, 220?228 (1952). 10.1111/j.2517-6161.1952.tb00115.x

[2]

A. Rényi, "On the extreme values of observations," in: Selected Papers of A. Rényi, Vol. 3, Akadémiai Kiadó, Budapest (1976), pp. 50?65.

[3]

W. Dziubdziela and B. Kopocinski, "Limiting properties of the k-th record values," Zastos. Mat.,15, No. 2, 187?190 (1976).

[4]

V. B. Nevzorov, "Records," Teor. Veroyatn. Primenen.,32, No. 2, 219?251 (1987).

[5]

V. B. Nevzorov, "Record times and their generalizations," Teor. Veroyatn. Primenen.,31, No. 3, 629?630 (1986).

[6]

V. B. Nevzorov, "Moments of certain random variables connected with records," Vestn. Leningrad. Univ. Mat. Mekh. Astronom., Vyp. 2, No. 8, 33?37 (1987).

[7]

V. B. Nevzorov and A. V. Stepanov, "Records: a Martingale approach to the determination of moments," in: Rings and Modules. Limit Theorems of Probability Theory, No. 2 [in Russian], Leningrad State Univ., Leningrad (1988), pp. 171?181.

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Published: Feb 01, 1994
Vol/Issue: 68(4)
Pages: 545-550
License: View

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V. B. Nevzorov

Cite This Article

V. B. Nevzorov (1994). Generating functions for kTH record times - a martingale approach. Journal of Mathematical Sciences, 68(4), 545-550. https://doi.org/10.1007/bf01254280

Generating functions for kTH record times - a martingale approach

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