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Teoriya Veroyatnostei i ee Primeneniya, 1995, Volume 40, Issue 4, Pages 925–928
(Mi tvp3688)
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This article is cited in 1 scientific paper (total in 1 paper)
Short Communications
Asymptotics of the $k$th record times
A. L. Yakymiv Steklov Mathematical Institute, Russian Academy of Sciences
Abstract:
Let $\eta_{0,n}\le\eta_{1,n}\le\dots\le\eta_{n,n}$ be the set of ordered statistics constructed by a sequence of independent identically distributed random variables $\eta_0,\eta_1,\dots,\eta_n$ and let $\nu^{(k)}(0)=k-1$,
$$
\nu^{(k)}(n+1)=\min\{j>\nu^{(k)}(n):\eta_j>\eta_{j-k,j-1}\}, \qquad n=0,1,2,\dots,
$$
be the $k$th record times. For fixed $k$ and $n$, the asymptotic behavior of the probability $\mathbf P\{\nu^{(k)}(n)>t\}$ is studied as $t\to\infty$.
Keywords:
the set of ordered statistics, record times, kth record times.
Received: 09.02.1993
Citation:
A. L. Yakymiv, “Asymptotics of the $k$th record times”, Teor. Veroyatnost. i Primenen., 40:4 (1995), 925–928; Theory Probab. Appl., 40:4 (1995), 794–797
Linking options:
https://www.mathnet.ru/eng/tvp3688 https://www.mathnet.ru/eng/tvp/v40/i4/p925
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