Science-advisor
REGISTER info/FAQ
Login
username
password
     
forgot password?
register here
 
Research articles
  search articles
  reviews guidelines
  reviews
  articles index
My Pages
my alerts
  my messages
  my reviews
  my favorites
 
 
Stat
Members: 3643
Articles: 2'488'730
Articles rated: 2609

29 March 2024
 
  » arxiv » 1105.3915

 Article overview


Correlations between record events in sequences of random variables with a linear trend
Gregor Wergen ; Jasper Franke ; Joachim Krug ;
Date 19 May 2011
AbstractThe statistics of records in sequences of independent, identically distributed random variables is a classic subject of study. One of the earliest results concerns the stochastic independence of record events. Recently, records statistics beyond the case of i.i.d. random variables have received much attention, but the question of independence of record events has not been addressed systematically. In this paper, we study this question in detail for the case of independent, non-identically distributed random variables, specifically, for random variables with a linearly moving mean. We find a rich pattern of positive and negative correlations, and show how their asymptotics is determined by the universality classes of extreme value statistics.
Source arXiv, 1105.3915
Services Forum | Review | PDF | Favorites   
 
Visitor rating: did you like this article? no 1   2   3   4   5   yes

No review found.
 Did you like this article?

This article or document is ...
important:
of broad interest:
readable:
new:
correct:
Global appreciation:

  Note: answers to reviews or questions about the article must be posted in the forum section.
Authors are not allowed to review their own article. They can use the forum section.

browser claudebot






ScienXe.org
» my Online CV
» Free


News, job offers and information for researchers and scientists:
home  |  contact  |  terms of use  |  sitemap
Copyright © 2005-2024 - Scimetrica