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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…

Statistical Mechanics · Physics 2008-03-20 Joachim Krug

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…

Probability · Mathematics 2017-11-27 M. Falk , A. Khorrami Chokami , S. A. Padoan

Records among a sequence of iid random variables $X_1,X_2,\dotsc$ on the real line have been investigated extensively over the past decades. A record is defined as a random variable $X_n$ such that $X_n>\max(X_1,\dotsc,X_{n-1})$. Trying to…

Probability · Mathematics 2015-10-16 Clément Dombry , Michael Falk , Maximilian Zott

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…

Statistical Mechanics · Physics 2013-05-06 Gregory Schehr , Satya N. Majumdar

For a sequence of i.i.d. $d$-dimensional random vectors with independent continuously distributed coordinates, say that the $n$th observation in the sequence sets a record if it is not dominated in every coordinate by an earlier…

Probability · Mathematics 2023-03-09 James Allen Fill

Let $X_i,i=0,1,\ldots$ be a sequence of iid random variables whose distribution is continuous. Associated with this sequence is the sequence $(i,X_i),i=0,1,\ldots$. Let ${\cal R}_{n}$ denote the set of Pareto optimal elements of $\{…

Probability · Mathematics 2022-10-18 Daniel Q. Naiman , Fred Torcaso

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…

Statistical Mechanics · Physics 2011-09-26 Gregor Wergen , Jasper Franke , Joachim Krug

Let $X_1,X_2,\ldots$ be independent and identically distributed random variables in $\mathbb{C}$ chosen from a probability measure $\mu$ and define the random polynomial $$ P_n(z)=(z-X_1)\ldots(z-X_n)\,. $$ We show that for any sequence $k…

Probability · Mathematics 2022-12-23 Marcus Michelen , Xuan-Truong Vu

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…

Probability · Mathematics 2017-11-03 M. Falk , A. Khorrami , S. A. Padoan

In this paper we introduce a new sequence of quantities for random polytopes. Let $K_N=\conv\{X_1,...,X_N\}$ be a random polytope generated by independent random vectors uniformly distributed in an isotropic convex body $K$ of $\R^n$. We…

Functional Analysis · Mathematics 2012-11-13 David Alonso-Gutierrez , Nikos Dafnis , Maria A. Hernandez Cifre , Joscha Prochno

We consider random polynomials $p_n(x)=\xi_0+\xi_1+\dots+\xi_n x^n$ whose coefficients are independent and identically distributed with zero mean, unit variance, and bounded $(2+\epsilon)^{th}$ moment (for some $\epsilon>0$), also known as…

Probability · Mathematics 2024-03-27 Yen Q. Do

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…

Statistical Mechanics · Physics 2015-05-19 Jasper Franke , Gregor Wergen , Joachim Krug

Given a sequence of independent random vectors taking values in ${\mathbb R}^d$ and having common continuous distribution function $F$, say that the $n^{\rm \scriptsize th}$ observation sets a (Pareto) record if it is not dominated (in…

Probability · Mathematics 2024-05-07 James Allen Fill , Ao Sun

In terms of the Dirac representation of sample mean and the weak convergence of empirical distributions that holds almost surely, we construct a new proof for a strong law of large numbers of Kolmogorov's type with i.i.d. random variables…

Probability · Mathematics 2020-09-02 Yu-Lin Chou

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…

Statistics Theory · Mathematics 2018-08-08 Michael Falk , Amir Khorrami , Simone A. Padoan

We consider a sequence of random vectors on \(\mathbb{R}^d, \ d\geq 1\). We consider the record values based on the simultaneous strict inequality of the coordinates. The indicator record variable (irv) of the j-th observation is the…

Probability · Mathematics 2026-02-25 Gane Samb Lo , El Hadji Babou

The regular independence number, introduced by Albertson and Boutin in 1990, is the size of a largest set of independent vertices with the same degree. Lower bounds were proven for this invariant, in terms of the order, for trees and planar…

Combinatorics · Mathematics 2015-01-09 Yair Caro , Adriana Hansberg , Ryan Pepper

A new version of a strong law of large numbers for a ``good'' pairwise independent sequence of random variables (r.v.'s) with a small part of ``bad'' dependent r.v.'s is proposed. The main goal is to relax the assumption on the existence of…

Probability · Mathematics 2025-06-10 I. V. Kozlov , A. Yu. Veretennikov

Let $X_1,\ldots,X_n$ be a sequence of independent random points in $\mathbb{R}^d$ with common Lebesgue density $f$. Under some conditions on $f$, we obtain a Poisson limit theorem, as $n \to \infty$, for the number of large probability…

Probability · Mathematics 2021-05-04 Nicolas Chenavier , Norbert Henze , Moritz Otto

Let $X_1, X_2,\ldots, X_n$ be $n$ independent and identically distributed random variables, here $n \geq 2.$ Let $X_{(1)}, X_{(2)}, \ldots, X_{(n)}$ be the order statistics of $X_1, X_2,..., X_n.$ In this note we proved that: (I) If $X_1,…

Statistics Theory · Mathematics 2015-03-04 Robert W. Chen
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