Eliazar, Iddo - In: Physica A: Statistical Mechanics and its Applications 348 (2005) C, pp. 181-198
We study geometric record times in continuous-time systems where events of random (positive) magnitudes occur stochastically. Namely, given that the current record level is x, and given a parameter k1, we address the following question: how long would we have to wait till the occurrence of a...