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

Autor: Rudolf Grübel, Anke Reimers
Rok vydání: 2001
Předmět:
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