On geometric record times

Iddo Eliazar

Physica A: Statistical Mechanics and its Applications, 2005, vol. 348, issue C, 181-198

Abstract: 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 k>1, we address the following question: how long would we have to wait till the occurrence of a record event whose magnitude is at least k-times greater than the magnitudes of all the record events preceding it?

Keywords: Poissonian systems; Extreme value theory; Records; Geometric records; Fréchet distribution; Weibull distribution (search for similar items in EconPapers)
Date: 2005
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Citations: View citations in EconPapers (3)

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Persistent link: https://EconPapers.repec.org/RePEc:eee:phsmap:v:348:y:2005:i:c:p:181-198

DOI: 10.1016/j.physa.2004.09.009

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