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JOURNALS // Vestnik of Saint Petersburg University. Mathematics. Mechanics. Astronomy // Archive

Vestnik of Saint Petersburg University. Mathematics. Mechanics. Astronomy, 2021 Volume 8, Issue 1, Pages 3–11 (Mi vspua127)

MATHEMATICS

On some relations which tie exponential and geometrical record random variables

S. M. Anan'evskij, V. B. Nevzorov

St. Petersburg State University, 7-9, Universitetskaya nab., St. Petersburg, 199034, Russian Federation

Abstract: Different record achievements are fixed in many domains of the human activities. Very often this process happens with some rate of discretization (up to seconds, up to meters or up to thousands of individuals) of the observed results. On the examples of exponential and geometrical distributions it is shown how such type of the transition from continuous to discrete distributions can vary the numbers of the record values in the corresponding sequences of the random variables.

Keywords: exponential distributions, geometrical distributions, record times, record values, weak records.

UDC: 519.2

MSC: 60E05, 62E10, 62G32

Received: 04.08.2020
Revised: 09.07.2020
Accepted: 17.09.2020

DOI: 10.21638/spbu01.2021.101


 English version:
Vestnik St. Petersburg University, Mathematics, 2021, 8:3, 1–7


© Steklov Math. Inst. of RAS, 2024