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Exponential-uniform identities related to records. (English) Zbl 1260.60102

Summary: 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.

MSC:

60G70 Extreme value theory; extremal stochastic processes
60E99 Distribution theory
60G55 Point processes (e.g., Poisson, Cox, Hawkes processes)
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