Rounding Effects in Record Statistics
Data Analysis, Statistics and Probability
2015-06-05 v2 Statistical Mechanics
Abstract
We analyze record-breaking events in time series of continuous random variables that are subsequently discretized by rounding down to integer multiples of a discretization scale . Rounding leads to ties of an existing record, thereby reducing the number of new records. For an infinite number of random variables that are drawn from distributions with a finite upper limit, the number of discrete records is finite, while for distributions with a thinner than exponential upper tail, fewer discrete records arise compared to continuous variables. In the latter case the record sequence becomes highly regular at long times.
Cite
@article{arxiv.1206.4432,
title = {Rounding Effects in Record Statistics},
author = {G. Wergen and D. Volovik and S. Redner and J. Krug},
journal= {arXiv preprint arXiv:1206.4432},
year = {2015}
}
Comments
5 pages, 4 figures