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The distributions of interrecord fillings
O. P. Orlov, N. Yu. Pasynkov Lomonosov Moscow State University
Abstract:
In a sequence of independent positive random variables with the same continuous distribution function a monotonic subsequence of record values is chosen. A corresponding sequence of record times divides the initial sequence into interrecord intervals. Let $\alpha_i^j \ (i\geqslant 1, \,j = 1, \ldots , i)$ be the number of random variables in the interval between $i$-th and $(i+1)$-th record moments with values between $(j-1)$-th and $j$-th records. Explicit formulas for the joint distributions of the random variables $\alpha_i^j,\,1\leqslant j\leqslant i\leqslant n$, are derived, limit theorems for the distributions of $\alpha_i^j$ for $i-j\to\infty$ are proved.
Keywords:
independent random variables, records, record moments, explicit formulas for distributions, limit theorems.
Received: 12.01.2015
Citation:
O. P. Orlov, N. Yu. Pasynkov, “The distributions of interrecord fillings”, Diskr. Mat., 27:3 (2015), 56–73; Discrete Math. Appl., 26:4 (2016), 213–226
Linking options:
https://www.mathnet.ru/eng/dm1335https://doi.org/10.4213/dm1235 https://www.mathnet.ru/eng/dm/v27/i3/p56
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