English

On the recent-$k$-record of discrete random variables

Probability 2022-08-16 v1

Abstract

Let X1, X2,X_1,~X_2,\cdots be a sequence of i.i.d random variables which are supposed to be observed in sequence. The nnth value in the sequence is a krecord valuek-record~value if exactly kk of the first nn values (including XnX_n) are at least as large as it. Let Rk{\bf R}_k denote the ordered set of kk-record values. The famous Ignatov's Theorem states that the random sets Rk(k=1,2,){\bf R}_k(k=1,2,\cdots) are independent with common distribution. We introduce one new record named recentkrecordrecent-k-record (RkR in short) in this paper: XnX_n is a jj-RkR if there are exactly jj values at least as large as XnX_n in Xnk, Xnk+1,, Xn1X_{n-k},~X_{n-k+1},\cdots,~X_{n-1}. It turns out that RkR brings many interesting problems and some novel properties such as prediction rule and Poisson approximation which are proved in this paper. One application named "No Good Record" via the Lov{\'a}sz Local Lemma is also provided. We conclude this paper with some possible connection with scan statistics.

Keywords

Cite

@article{arxiv.2208.06791,
  title  = {On the recent-$k$-record of discrete random variables},
  author = {Anshui Li},
  journal= {arXiv preprint arXiv:2208.06791},
  year   = {2022}
}