Records and sequences of records from random variables with a linear trend

Details Records and sequences of records from random variables with a linear trend Records and sequences of records from random variables with a linear trend

2010-08-09

arxiv.org/abs/1008.1482v1

J. Stat. Mech. (2010) P10013

Physics

Condensed Matter

Statistical Mechanics

21 pages, 7 figures

Scientific paper

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 $n$th 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.

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