On independence of k-record processes: Ignatov's theorem revisited

Annals of Applied Probability

Volumn 7, Issue 3, 1997, Pages 815-821

  Yao, Yi Ching ^a  

^a INSTITUTE OF STATISTICAL SCIENCE   (Taiwan)

Author keywords

Poisson process; Record values

Indexed keywords

EID: 0031485446     PISSN: 10505164     EISSN: None     Source Type: Journal    
DOI: 10.1214/aoap/1034801255     Document Type: Article

References (8)

1. DEHEUVELS, P. (1983). The strong approximation of extremal processes II. Z. Wahrsch. Verw. Gebiete 62 7-15.
2. ENGELEN, R., TOMMASSEN, P. and VERVAAT, W. (1988). Ignatov's theorem: a new and short proof. J. Appl. Probab. 25A 229-236.
3. GOLDIE, C. M. and ROGERS, L. C. G. (1984). The k-record processes are i.i.d. Z. Wahrsch. Verw. Gebiete 67 197-211.
4. IGNATOV, Z. (1977). Ein von der Variationsreihe erzeugter Poissonscher Punktprozess. Annuaire Univ. Sofia Fac. Math. Méch. 71 79-94 (published 1986).
5. RESNICK, S. I. (1987). Extreme Values, Regular Variation, and Point Processes. Springer, New York.
6. ROGERS, L. C. G. (1989). Ignatov's theorem: an abbreviation of the proof of Engelen, Tommassen and Vervaat. Adv. in Appl. Prob. 21 933-934.
7. SAMUELS, S. M. (1992). An all-at-once proof of Ignatov's theorem. Contemp. Math. 125 231-237.
8. STAM, A. J. (1985). Independent Poisson processes generated by record values and interrecord times. Stochastic Process Appl. 19 315-325.