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Random record models

Published online by Cambridge University Press:  14 July 2016

Donald P. Gaver
Donald P. Gaver*
Affiliation:
Naval Postgraduate School, Monterey, California
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Abstract

We study record times, mainly, and sizes in the following context. Let Xn denote the size of the nth event occurring in a point stochastic pacing process 𝒫. The Xn is i.i.d. and 𝒫 is, variously, Poisson, negative binomial, renewal and Furry. Explicit distributions of first-record times are found, domains of attraction studied and the asymptotic lognormality of the nth-record time is shown for Poisson 𝒫.

Keywords

RECORDSDECISIONSRENEWALSRELIABILITY
Type
Research Papers
Information
Journal of Applied Probability , Volume 13 , Issue 3 , September 1976 , pp. 538 - 547
Copyright
Copyright © Applied Probability Trust 1976 

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