On geometric records: Rate of appearance and magnitude

Journal of Statistical Mechanics: Theory and Experiment

Volumn 2012, Issue 1, 2012, Pages

  Gouet, R ^a   Lopez F J ^b   Sanz, G ^b  

^a UNIVERSITY OF CHILE   (Chile)

^b UNIVERSITY OF ZARAGOZA   (Spain)

Author keywords

extreme value statistics; stochastic processes (theory)

Indexed keywords

EID: 84856851525     PISSN: None     EISSN: 17425468     Source Type: Journal    
DOI: 10.1088/1742-5468/2012/01/P01005     Document Type: Article

References (22)

1. Arnold B C, Balakrishnan N and Nagaraja H N 1998 Records (New York: Wiley)
2. Nevzorov V B 2001 Records: mathematical theory Translations of Mathematical Monographs vol 194 (Providence, RI: American Mathematical Society)
3. Krug J 2007 Records in a changing world J. Stat. Mech. P07001
4. Franke J, Wergen G and Krug J 2010 Records and sequences of records from random variables with a linear trend J. Stat. Mech. P10013
5. Wergen G, Franke J and Krug J 2011 Correlations between record events in sequences of random variables with a linear trend J. Stat. Phys. 144 1206
6. Majumdar S N 2010 Universal first-passage properties of discrete-time random walks and Lévy flights on a line: statistics of the global maximum and records Physica A 389 4299
7. Hwang H and Tsai T 2010 Multivariate records based on dominance Electron. J. Probab. 15 1863
8. Gouet R, López F J and Sanz G 2012 On δ-record observations: asymptotic rates for the counting process and elements of maximum likelihood estimation Test doi:10.1007/s11749-011-0242-6
9. Anderson A and Kostinski A 2010 Reversible record breaking and variability: temperature distributions across the globe J. Appl. Meteor. Climatol. 49 1681
10. Wergen G and Krug J 2010 Record-breaking temperatures reveal warming climate Europhys. Lett. 92 30008
11. Park S and Krug J 2008 Evolution in random fitness landscapes: the infinite sites model J. Stat. Mech. P04014
12. Eliazar I 2005 On geometric record times Physica A 348 181
13. Embrechts P, Klüppelberg C and Mikosch T 1997 Modelling Extremal Events (Heidelberg: Springer)
14. Cox D R and Isham V 1980 Point Processes (London: Chapman and Hall)
15. Lee S H, Jae M and Gardner R P 2007 Non-Poisson counting statistics of a hybrid G-M counter dead time model Nucl. Instrum. Meth. A 263 46
16. O'Donnell K A 1986 Correction of dead-time effects in photoelectric-counting distributions J. Opt. Soc. Am. A 3 113
17. Pyke R 1958 On renewal processes related to typeI and typeII counter models Ann. Math. Stat. 29 737
18. Larsen M L and Kostinsky A B 2009 Simple dead-time corrections for discrete time series of non-Poisson data Meas. Sci. Technol. 20 095101
19. Willink R 2010 On dead-time corrections for estimating rates Meas. Sci. Technol. 21 015101
20. Williams D 1997 Probability with Martingales (Cambridge: Cambridge University Press)
21. Deheuvels P 1974 Valeurs extrémales d'échantillons croissants d'une variable aléatoire réelle Ann. Inst. Henri Poincaré B 10 89
22. Hall P and Heyde C C 1980 Martingale Limit Theory and its Application (New York: Academic)