Records generated by Markov sequences

S. R. Adke

Statistics & Probability Letters, 1993, vol. 18, issue 4, 257-263

Abstract: This paper establishes the Markov nature of the bivariate sequence of record epochs and record values in a Markov sequence. The properties of records from three extremal Markov sequences are explicitly obtained and an associated problem of identifiability based on record values is discussed.

Keywords: Complete; mutual; non-identifiability; Extremal; Markov; sequence; Markov; property; of; record; values (search for similar items in EconPapers)
Date: 1993
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