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Matematicheskie Zametki, 2023, Volume 113, Issue 3, Pages 405–416
DOI: https://doi.org/10.4213/mzm13704
(Mi mzm13704)
 

On Power Series Related to Multivariate Records

A. V. Lebedev

Faculty of Mechanics and Mathematics, Lomonosov Moscow State University
References:
Abstract: The paper introduces a function defined by a power series in the probabilities of multivariate records in a sequence of independent identically distributed random vectors with continuous components. In the univariate case, this function is always the same, but in the multivariate case there exists a broad variety of such functions determined by distribution copulas. The probabilistic meaning of this function and its derivatives is presented. A calculation method using the Kendall distribution function is given. The concepts of favorableness of copulas for records, record time distribution, and mean record time (without taking into account the order) are introduced. Examples are given.
Keywords: power series, multivariate record, copula, Kendall correlation coefficient.
Received: 26.08.2022
Revised: 29.09.2022
English version:
Mathematical Notes, 2023, Volume 113, Issue 3, Pages 396–405
DOI: https://doi.org/10.1134/S0001434623030082
Bibliographic databases:
Document Type: Article
UDC: 519.21
MSC: 62H05
Language: Russian
Citation: A. V. Lebedev, “On Power Series Related to Multivariate Records”, Mat. Zametki, 113:3 (2023), 405–416; Math. Notes, 113:3 (2023), 396–405
Citation in format AMSBIB
\Bibitem{Leb23}
\by A.~V.~Lebedev
\paper On Power Series Related to Multivariate Records
\jour Mat. Zametki
\yr 2023
\vol 113
\issue 3
\pages 405--416
\mathnet{http://mi.mathnet.ru/mzm13704}
\crossref{https://doi.org/10.4213/mzm13704}
\mathscinet{http://mathscinet.ams.org/mathscinet-getitem?mr=4582561}
\transl
\jour Math. Notes
\yr 2023
\vol 113
\issue 3
\pages 396--405
\crossref{https://doi.org/10.1134/S0001434623030082}
\scopus{https://www.scopus.com/record/display.url?origin=inward&eid=2-s2.0-85160328799}
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