Franke, Jasper, Wergen, Gregor and Krug, Joachim ORCID: 0000-0002-2143-6490
(2010).
Records and sequences of records from random variables with a linear trend.
J. Stat. Mech.-Theory Exp..
BRISTOL:
IOP PUBLISHING LTD.
ISSN 1742-5468
Abstract
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 large drift velocities, we investigate the asymptotic behavior of the probability p(n)(c) of a record occurring in the nth step and the probability P-N(c) that all N entries are records, i.e. that X-1 < X-2 < ... < X-N. Our work is motivated by the analysis of temperature time series in climatology, and by the study of mutational pathways in evolutionary biology.
Item Type: | Journal Article | ||||||||||||||||
Creators: |
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URN: | urn:nbn:de:hbz:38-495895 | ||||||||||||||||
DOI: | 10.1088/1742-5468/2010/10/P10013 | ||||||||||||||||
Journal or Publication Title: | J. Stat. Mech.-Theory Exp. | ||||||||||||||||
Date: | 2010 | ||||||||||||||||
Publisher: | IOP PUBLISHING LTD | ||||||||||||||||
Place of Publication: | BRISTOL | ||||||||||||||||
ISSN: | 1742-5468 | ||||||||||||||||
Language: | English | ||||||||||||||||
Faculty: | Unspecified | ||||||||||||||||
Divisions: | Unspecified | ||||||||||||||||
Subjects: | no entry | ||||||||||||||||
Uncontrolled Keywords: |
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URI: | http://kups.ub.uni-koeln.de/id/eprint/49589 |
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