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Extremal processes and random measures

Published online by Cambridge University Press:  14 July 2016

R. W. Shorrock
R. W. Shorrock*
Affiliation:
Université de Montréal
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Abstract

Discrete time extremal processes with a continuous underlying c.d.f. are random measures which can be viewed as two-dimensional Poisson processes and this representation is used to obtain the conditional law of the sequence of states the process passes through (upper record values) given the sequence of holding times in states (inter-record times). In addition the Gamma processes (which lead to the Ferguson Dirichlet processes) and a random measure that arises in sampling from a biological population are discussed as two-dimensional Poisson processes.

Keywords

POISSONGAMMADIRICHLETBIOLOGICAL POPULATIONPOINT PROCESSFORMAL BAYES
Type
Research Papers
Information
Journal of Applied Probability , Volume 12 , Issue 2 , June 1975 , pp. 316 - 323
Copyright
Copyright © Applied Probability Trust 1975 

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References

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