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On Random Extrema with Applications to Renewal Processes

  • Suman Kalyan Ghosh,
  • Sreenivasan Ravi

摘要

Considering the maximum and minimum of a random number N of independent and identically distributed random variables \(X_1, X_2, \ldots ,\) X 1 , X 2 , , with distribution function FN independent of \(X_1, X_2, \ldots ,\) X 1 , X 2 , , and imposing conditions like concave/convex, log-concave/log-convex on F and/or on the random summand N,  a study is done if the properties are preserved by the random extrema. The results are illustrated through two applications to renewal processes.