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UNIFORM ORDER STATISTICS PROPERTY AND [ell ]∞-SPHERICAL DENSITIES

Published online by Cambridge University Press:  01 July 2004

Moshe Shaked ,
Fabio Spizzichino  and
Florentina Suter
Moshe Shaked
Affiliation:
Department of Mathematics, University of Arizona, Tucson, AZ 85721, E-mail: shaked@math.arizona.edu
Fabio Spizzichino
Affiliation:
Department of Mathematics, University “La Sapienza”, Piazzale Aldo Moro, 5, 00185 Rome, Italy
Florentina Suter
Affiliation:
Department of Mathematics, University of Bucharest, Academiei 14, 010014 Bucharest, Romania
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Abstract

In this article, we observe that processes with the uniform order statistics property (UOSP) can be characterized by the condition that their first n epoch times have a joint [ell ]∞≤-spherical density, n ≥ 1. Some related results, and some further properties of [ell ]∞≤-spherical densities, are also given. We also extend some of the results regarding the UOSP to the more general (not necessarily uniform) order statistics property. Finally, we develop a theory of discrete-time discrete-state processes with the UOSP, where the need to consider multiple jumps, at a single time point, arises.

Information

Type
Research Article
Information
Probability in the Engineering and Informational Sciences , Volume 18 , Issue 3 , July 2004 , pp. 275 - 297
Copyright
© 2004 Cambridge University Press

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References

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