Non-homogeneously paced random records and associated extremal processes

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NPS55-77-22.pdf (3.72 MB)
Authors
Gaver, Donald P.
Jacobs, Patricia A.
Subjects
Records
Extremal processes
Poisson process
Birth process
Extreme values
Advisors
Date of Issue
1977-05
Date
May 1977
Publisher
Monterey, California. Naval Postgraduate School
Language
Abstract
Let events occur randomly in time according to a non-homogeneous Poisson process, and let event sizes or intensities be independent and random with given density. The eventual process of record occurrence and size among the event sizes is studied. If the pacing Poisson process occurs with exponetially increasing rate, records occur in a stationary Poisson process.
Type
Technical Report
Description
URI
https://hdl.handle.net/10945/63287
Series/Report No
Department
Operations Research (OR)
Organization
Naval Postgraduate School (U.S.)
Identifiers
NPS Report Number
NPS55-77-22
Sponsors
National Science Foundation
Funder
A476
ENG 75-02026
Format
28 p.
Citation
Distribution Statement
Approved for public release; distribution is unlimited.
Rights
This publication is a work of the U.S. Government as defined in Title 17, United States Code, Section 101. Copyright protection is not available for this work in the United States.
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