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arxiv: 1008.1482 · v1 · pith:UACQCADVnew · submitted 2010-08-09 · ❄️ cond-mat.stat-mech · math.PR

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

classification ❄️ cond-mat.stat-mech math.PR
keywords recordsdriftprobabilityrandomsequencesseriestimevariables
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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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