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Diskr. Mat., 2015 Volume 27, Issue 3, Pages 56–73 (Mi dm1335)

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.

UDC: 519.212.2+519.214

Received: 12.01.2015

DOI: 10.4213/dm1235


 English version:
Discrete Mathematics and Applications, 2016, 26:4, 213–226

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