Related papers: On functional records and champions

Let $\boldsymbol{X}_1,\boldsymbol{X}_2,\dots$ be independent copies of a random vector $\boldsymbol{X}$ with values in $\mathbb{R}^d$ and with a continuous distribution function. The random vector $\boldsymbol{X}_n$ is a complete record, if…

In the context of this paper, a record is an entry in a sequence of random variables (RV's) that is larger or smaller than all previous entries. After a brief review of the classic theory of records, which is largely restricted to sequences…

Let $X_1,X_2,\dots$ be independent and identically distributed random variables on the real line with a joint continuous distribution function $F$. The stochastic behavior of the sequence of subsequent records is well known. Alternatively…

We consider records and sequences of records drawn from discrete time series of the form $X_{n}=Y_{n}+cn$, where the $Y_{n}$ are independent and identically distributed random variables and $c$ is a constant drift. For very small and very…

For a zero-mean, unit-variance second-order stationary univariate Gaussian process we derive the probability that a record at the time $n$, say $X_n$, takes place and derive its distribution function. We study the joint distribution of the…

Consider a stationary sequence $X=(X_n)$ of integer-valued random variables with mean $m \in [-\infty, \infty]$. Let $S=(S_n)$ be the stochastic process with increments $X$ and such that $S_0=0$. For each time $i$, draw an edge from…

Let $X_1,~X_2,\cdots$ be a sequence of i.i.d random variables which are supposed to be observed in sequence. The $n$th value in the sequence is a $k-record~value$ if exactly $k$ of the first $n$ values (including $X_n$) are at least as…

The probabilistic investigation on record values and record times of a sequence of random variables defined on the same probability space has received much attention from 1952 to now. A great deal of such theory focused on \textit{iid} or…

We study statistics of records in a sequence of random variables. These identical and independently distributed variables are drawn from the parent distribution rho. The running record equals the maximum of all elements in the sequence up…

Multidimensional record patterns are random sets of lattice points defined by means of a recursive stochastic construction. The patterns thus generated owe their richness to the fact that the construction is not based on a total order,…

Convex records have an appealing purely geometric definition. In a sequence of $d$-dimensional data points, the $n$-th point is a convex record if it lies outside the convex hull of all preceding points. We specifically focus on the…

The 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…

While records and order statistics of independent and identically distributed (i.i.d.) random variables X_1, ..., X_N are fully understood, much less is known for strongly correlated random variables, which is often the situation…

A record is an entry in a time series that is larger or smaller than all previous entries. If the time series consists of independent, identically distributed random variables with a superimposed linear trend, record events are positively…

Let $\{X_n,n\ge1\}$ be a sequence of independent and identically distributed random variables, taking non-negative integer values, and call $X_n$ a $\delta$-record if $X_n>\max\{X_1,...,X_{n-1}\}+\delta$, where $\delta$ is an integer…

Let $\boldsymbol{X}$ be a $d$-dimensional random array on $[n]$ whose entries take values in a finite set $\mathcal{X}$, that is, $\boldsymbol{X}=\langle X_s:s\in \binom{[n]}{d}\rangle$ is an $\mathcal{X}$-valued stochastic process indexed…

World record setting has long attracted public interest and scientific investigation. Extremal records summarize the limits of the space explored by a process, and the historical progression of a record sheds light on the underlying…

We investigate records in a growing sequence of identical and independently distributed random variables. The record equals the largest value in the sequence, and our focus is on the increment, defined as the difference between two…

In recent years there has been a surge of interest in the statistics of record-breaking events in stochastic processes. Along with that, many new and interesting applications of the theory of records were discovered and explored. The record…

Record statistics is the study of how new highs or lows are created and sustained in any dynamical process. The study of the highest or lowest records constitute the study of extreme values. This paper represents an exploration of record…