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1 results

Ignatov's theorem: a new and short proof
Ron Engelen, Paul Tommassen, Wim Vervaat
Journal:

Journal of Applied Probability / Volume 25 / Issue A / 1988

Published online by Cambridge University Press:

14 July 2016, pp. 229-236

Print publication:

1988
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By Ignatov's theorem the sets of values in an i.i.d. sequence that are the kth largest at their appearance (k = 1, 2, ···) are supports of i.i.d. Poisson processes. The present paper contains an elementary and short proof for the case where the underlying distribution function F is discrete, and then extends the result to general F.

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Ignatov's theorem: a new and short proof