Exponential-Uniform Identities Related to Records
Probability
2012-06-07 v1
Abstract
We consider a rectangular grid induced by the south-west records from the planar Poisson point process in . A random symmetry property of the matrix whose entries are the areas of tiles of the grid implies cute multivariate distributional identities for certain rational functions of independent exponential and uniform random variables.
Cite
@article{arxiv.1206.1080,
title = {Exponential-Uniform Identities Related to Records},
author = {Alexander Gnedin and Alexander Marynych},
journal= {arXiv preprint arXiv:1206.1080},
year = {2012}
}
Comments
4 pages, 2 figures