We study geometric record times in continuous-time systems where events of random (positive) magnitudes occur stochastically. Namely, given that the current record level is x, and given a parameter k41; we address the following question: how long would we have to wait till the occurrence of a record
On record indices and record times
β Scribed by Konstantin Borovkov; Dietmar Pfeifer
- Publisher
- Elsevier Science
- Year
- 1995
- Tongue
- English
- Weight
- 496 KB
- Volume
- 45
- Category
- Article
- ISSN
- 0378-3758
No coin nor oath required. For personal study only.
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