๐”– Bobbio Scriptorium
โœฆ   LIBER   โœฆ

Conditional moments of record times

โœ Scribed by A. Stepanov


Publisher
Springer-Verlag
Year
2003
Tongue
English
Weight
346 KB
Volume
44
Category
Article
ISSN
0932-5026

No coin nor oath required. For personal study only.


๐Ÿ“œ SIMILAR VOLUMES


Moments of escape times of random walk
โœ Arindam Sengupta; A. Goswami ๐Ÿ“‚ Article ๐Ÿ“… 1999 ๐Ÿ› Indian Academy of Sciences ๐ŸŒ English โš– 133 KB
On characterizations of distributions vi
โœ G. D. Lin ๐Ÿ“‚ Article ๐Ÿ“… 1987 ๐Ÿ› Springer ๐ŸŒ English โš– 212 KB

Let {X,}~= 1 be a sequence of i.i.d, random variables having continuous distribution F(x) with E IX[~+~< oo for some positive integer l and for some e > 0. It is shown that for any fixed integer N > 0 the sequence of moments of record values {E(XL(n))t}~=N characterizes F. Furthermore, this result i