Exponential–uniform identities related to records

Alexander Gnedin (Queen Mary University of London)
Alexander Marynych (Eindhoven University of Technology)

Abstract


Symmetry properties of the random grid spanned on the set of records from the planar Poisson point process imply bizarre multivariate distributional identities for certain rational functions of independent exponential and uniform random variables.


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Pages: 1-5

Publication Date: July 11, 2012

DOI: 10.1214/ECP.v17-2011

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