Record and interrecord times for sequences of nonidentically distributed random variables
Zapiski Nauchnykh Seminarov POMI, Problems of the theory of probability distributions. Part IX, Tome 142 (1985), pp. 109-118
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Assume that the independent random variables $X_1$, $X_2,\dots$ have the distribution functions $F^{\alpha_1}$, $F^{\alpha_2},\dots$, respectively, where $F$ is an arbitrary continuous distribution function, while $\alpha_i$ are positive constants. In this situation, one obtains some theorems for the record moments and interrecord times.
@article{ZNSL_1985_142_a10,
author = {V. B. Nevzorov},
title = {Record and interrecord times for sequences of nonidentically distributed random variables},
journal = {Zapiski Nauchnykh Seminarov POMI},
pages = {109--118},
year = {1985},
volume = {142},
language = {ru},
url = {http://geodesic.mathdoc.fr/item/ZNSL_1985_142_a10/}
}
V. B. Nevzorov. Record and interrecord times for sequences of nonidentically distributed random variables. Zapiski Nauchnykh Seminarov POMI, Problems of the theory of probability distributions. Part IX, Tome 142 (1985), pp. 109-118. http://geodesic.mathdoc.fr/item/ZNSL_1985_142_a10/