Universität zu Köln

Wergen, Gregor, Franke, Jasper and Krug, Joachim ORCID: 0000-0002-2143-6490 (2011). Correlations Between Record Events in Sequences of Random Variables with a Linear Trend. J. Stat. Phys., 144 (6). S. 1206 - 1223. NEW YORK: SPRINGER. ISSN 1572-9613

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Abstract

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 beyond the case of i.i.d. random variables have received much attention, but the question of independence of record events has not been addressed systematically. In this paper, we study this question in detail for the case of independent, non-identically distributed random variables, specifically, for random variables with a linearly moving mean. We find a rich pattern of positive and negative correlations, and show how their asymptotics is determined by the universality classes of extreme value statistics.

Item Type:	Journal Article
Creators:	Creators Email ORCID ORCID Put Code Wergen, Gregor UNSPECIFIED UNSPECIFIED UNSPECIFIED Franke, Jasper UNSPECIFIED UNSPECIFIED UNSPECIFIED Krug, Joachim UNSPECIFIED orcid.org/0000-0002-2143-6490 UNSPECIFIED
URN:	urn:nbn:de:hbz:38-489315
DOI:	10.1007/s10955-011-0307-7
Journal or Publication Title:	J. Stat. Phys.
Volume:	144
Number:	6
Page Range:	S. 1206 - 1223
Date:	2011
Publisher:	SPRINGER
Place of Publication:	NEW YORK
ISSN:	1572-9613
Language:	English
Faculty:	Unspecified
Divisions:	Unspecified
Subjects:	no entry
Uncontrolled Keywords:	Keywords Language BREAKING RECORDS; STATISTICS; EVOLUTION; DYNAMICS Multiple languages Physics, Mathematical Multiple languages
URI:	http://kups.ub.uni-koeln.de/id/eprint/48931