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Generating functions for kTH record times - a martingale approach

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Abstract

Some Martingale relations are obtained for the kth record times, allowing the derivation of the form of the generating functions for these random variables.

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References

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Authors
  1. V. B. Nevzorov
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Additional information

Translated from Zapiski Nauchnykh Seminarov Leningradskogo Otdeleniya Matematicheskogo Instituta im. V. A. Steklova Akademii Nauk SSSR, Vol. 184, pp. 208–214, 1990.

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Nevzorov, V.B. Generating functions for kTH record times - a martingale approach. J Math Sci 68, 545–550 (1994). https://doi.org/10.1007/BF01254280

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