Records and sequences of records from random variables with a linear trend
Statistical Mechanics
2015-05-19 v1 Probability
Abstract
We consider records and sequences of records drawn from discrete time series of the form , where the are independent and identically distributed random variables and is a constant drift. For very small and very large drift velocities, we investigate the asymptotic behavior of the probability of a record occurring in the th step and the probability that all entries are records, i.e. that . Our work is motivated by the analysis of temperature time series in climatology, and by the study of mutational pathways in evolutionary biology.
Keywords
Cite
@article{arxiv.1008.1482,
title = {Records and sequences of records from random variables with a linear trend},
author = {Jasper Franke and Gregor Wergen and Joachim Krug},
journal= {arXiv preprint arXiv:1008.1482},
year = {2015}
}
Comments
21 pages, 7 figures