On the total time spent in records by a discrete uniform sequence
Autor: | Rudolf Grübel, Anke Reimers |
---|---|
Rok vydání: | 2001 |
Předmět: |
Discrete mathematics
Statistics and Probability Sequence General Mathematics 010102 general mathematics 0102 computer and information sciences 01 natural sciences Game of chance 010104 statistics & probability 010201 computation theory & mathematics Simple (abstract algebra) Statistics Limit (mathematics) 0101 mathematics Statistics Probability and Uncertainty Random variable Mathematics |
Zdroj: | Journal of Applied Probability. 38:768-775 |
ISSN: | 1475-6072 0021-9002 |
DOI: | 10.1017/s0021900200018921 |
Popis: | We consider the sum S d 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 S d 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. |
Databáze: | OpenAIRE |
Externí odkaz: |