Ignatov's theorem
This article, Ignatov's theorem, has recently been created via the Articles for creation process. Please check to see if the reviewer has accidentally left this template after accepting the draft and take appropriate action as necessary.
Reviewer tools: Inform author |
In statistics, Ignatov's theorem (named after Tzvetan Ignatov, a prominent Bulgarian mathematician) states that for an infinite sequence of independent and identically distributed i.i.d. random variables, the k-record process, consisting of those terms that are the k-th largest at their appearance, is i.i.d.
References
1. Adler, I., Ross, S.M., 1997. Distribution of the time of the :rst k-record. Probab. Eng. Inform. Sci. 11, 273–278. 2. Engelen, R., Thommassen, P., Vervaat, W., 1988. Ignatov’s theorem – a new andshort proof. J. Appl. Probab. 25 (a), 229–236. 3. Ignatov, Z. 1977., Ein von der Variationsreihe erzeugter Poissonscher Punktprozess. Annuaire Univ. Sofia Fac. Math. Mech. 71 79-94 (published 1986). 4. Ignatov, Z., 1978. Point processes generated by order statistics and their applications. In: P. Bartfai and J. Tomko, eds., Point Processes and Queueing Problems, Keszthely (Hungary). Coll. Mat. Soc. 5. Janos Bolyai 24, North-Holland, Amsterdam, 109–116. Samuels, S., 1992. All at once proof of Ignatov’s theorem. Contemp. Math. 125, 231–237.