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On the total time spent in records by a discrete uniform sequence

Publikation: Beitrag in Fachzeitschrift › Artikel › Forschung › Peer-Review

Autorschaft

  • Rudolf Grübel
  • Anke Reimers

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    • Citation Indexes: 2
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Details

OriginalspracheEnglisch
Seiten (von - bis)768-775
Seitenumfang8
FachzeitschriftJournal of applied probability
Jahrgang38
Ausgabenummer3
PublikationsstatusVeröffentlicht - Sept. 2001

Abstract

We consider the sum Sd of record values in a sequence of independent random variables that are uniformly distributed on 1, . . . , d. This sum can be interpreted as the total amount of time spent in record lifetimes in the standard renewal theoretic setup. We investigate the distributional limit of Sd and some related quantities as d → ∞. Some explicit values are given for d = 6, a case that can be interpreted as a simple game of chance.

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On the total time spent in records by a discrete uniform sequence. / Grübel, Rudolf; Reimers, Anke.
in: Journal of applied probability, Jahrgang 38, Nr. 3, 09.2001, S. 768-775.

Publikation: Beitrag in Fachzeitschrift › Artikel › Forschung › Peer-Review

Grübel R, Reimers A. On the total time spent in records by a discrete uniform sequence. Journal of applied probability. 2001 Sep;38(3):768-775. doi: 10.1239/jap/1005091040
Grübel, Rudolf ; Reimers, Anke. / On the total time spent in records by a discrete uniform sequence. in: Journal of applied probability. 2001 ; Jahrgang 38, Nr. 3. S. 768-775.
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