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Non-homogeneously paced random records and associated extremal processes
Published online by Cambridge University Press: 14 July 2016
Abstract
A study is made of the extremal process generated by i.i.d. random variables appearing at the events of a non-homogeneous Poisson process, 𝒫. If 𝒫 has an exponentially increasing rate function, then records eventually occur in a homogeneous Poisson process. The size of the latest record has a classical extreme value distribution.
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- Copyright © Applied Probability Trust 1978
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