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How long is needed for an observable to exceed its previous highest value and establish a new record? This time, known as the age of a record plays a crucial role in quantifying record statistics. Until now, general methods for determining…

Statistical Mechanics · Physics 2023-10-16 Léo Régnier , Maxim Dolgushev , Olivier Bénichou

It is shown that statistics of records for time series generated by random walks are independent of the details of the jump distribution, as long as the latter is continuous and symmetric. In N steps, the mean of the record distribution…

Statistical Mechanics · Physics 2008-08-04 Satya N. Majumdar , Robert M. Ziff

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

Given a pattern x of length m and a text y of length n, both over an ordered alphabet, the order-preserving pattern matching problem consists in finding all substrings of the text with the same relative order as the pattern. It is an…

Data Structures and Algorithms · Computer Science 2015-01-19 Simone Faro , Oğuzhan Külekci

This paper focuses on nonparametric statistical inference of the hazard rate function of discrete distributions based on $\delta$-record data. We derive the explicit expression of the maximum likelihood estimator and determine its exact…

Statistics Theory · Mathematics 2025-04-03 Martín Alcalde , Miguel Lafuente , F. Javier López , Lina Maldonado , Gerardo Sanz

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 study the statistics of records of a one-dimensional random walk of n steps, starting from the origin, and in presence of a constant bias c. At each time-step the walker makes a random jump of length \eta drawn from a continuous…

Statistical Mechanics · Physics 2012-08-29 Satya N. Majumdar , Gregory Schehr , Gregor Wergen

In this paper, we consider finite mixture models with modified proportional hazard rates. Sufficient conditions for the usual stochastic order and the hazard order are established under chain majorization. We study stochastic comparisons…

Statistics Theory · Mathematics 2024-07-24 Lina Guo

Given a super-critical branching random walk on $\mathbb R$ started from the origin, let $M_n$ be the maximal position of individuals at the $n$-th generation. Under some mild conditions, it is known from \cite{A13} that as…

Probability · Mathematics 2018-07-24 Xinxin Chen , Hui He

Managers often believe that collecting more data will continually improve the accuracy of their machine learning models. However, we argue in this paper that when data lose relevance over time, it may be optimal to collect a limited amount…

Machine Learning · Computer Science 2022-03-18 Ehsan Valavi , Joel Hestness , Newsha Ardalani , Marco Iansiti

While SGD, which samples from the data with replacement is widely studied in theory, a variant called Random Reshuffling (RR) is more common in practice. RR iterates through random permutations of the dataset and has been shown to converge…

Machine Learning · Computer Science 2022-02-07 Amirkeivan Mohtashami , Sebastian Stich , Martin Jaggi

We examine the relationship between two different types of ranked data, frequencies and magnitudes. We consider data that can be sorted out either way, through numbers of occurrences or size of the measures, as it is the case, say, of moon…

Statistical Mechanics · Physics 2017-12-13 Carlos Velarde , Alberto Robledo

This manuscript investigates the stochastic comparisons of the second-order statistics from dependent and heterogeneous general semi-parametric family of distributions observations. Some sufficient conditions on the usual stochastic order…

Statistics Theory · Mathematics 2024-07-29 Guoqiang Lv

The Law of Large Numbers tells us that as the sample size (N) is increased, the sample mean converges on the population mean, provided that the latter exists. In this paper, we investigate the opposite effect: keeping the sample size fixed…

Probability · Mathematics 2008-03-28 Kieran Kelly , Przemyslaw Repetowicz , Seosamh macReamoinn

We investigate how the statistics of extremes and records is affected when taking the moving average over a window of width $p$ of a sequence of independent, identically distributed random variables. An asymptotic analysis of the general…

Statistical Mechanics · Physics 2021-01-19 Claude Godrèche , Jean-Marc Luck

We consider a random walk on the fully-connected lattice with $N$ sites and study the time evolution of the number of distinct sites $s$ visited by the walker on a subset with $n$ sites. A record value $v$ is obtained for $s$ at a record…

Statistical Mechanics · Physics 2016-10-21 L. Turban

Random permutations with distribution conditionally uniform given the set of record values can be generated in a unified way, coherently for all values of $n$. Our central example is a two-parameter family of random permutations that are…

Probability · Mathematics 2007-05-23 Alexander Gnedin

The focus of this paper is on causal consistency in a {\em partially replicated} distributed shared memory (DSM) system that provides the abstraction of shared read/write registers. Maintaining causal consistency in distributed shared…

Distributed, Parallel, and Cluster Computing · Computer Science 2019-05-30 Zhuolun Xiang , Nitin H. Vaidya

We consider the occurrence of record-breaking events in random walks with asymmetric jump distributions. The statistics of records in symmetric random walks was previously analyzed by Majumdar and Ziff and is well understood. Unlike the…

Statistical Finance · Quantitative Finance 2011-05-16 Gregor Wergen , Miro Bogner , Joachim Krug

The reversed aging intensity function is defined as the ratio of the instantaneous reversed hazard rate to the baseline value of the reversed hazard rate. It analyzes the aging property quantitatively, the higher the reversed aging…

Statistics Theory · Mathematics 2020-09-11 Francesco Buono , Maria Longobardi , Magdalena Szymkowiak