The random record model

This paper contains a detailed study of the random record model, which is the process of successive upper records in a sequence of independent and identically distributed variates occurring at the points of an independent point process. Asymptotic properties of the record and inter-record times, and of the number of records in a fixed interval, are derived, for both large time intervals and large record index numbers. A generalization which permits some dependence between the variates and the point process is also discussed, with emphasis on explicit results.

1973 ◽  
Vol 59 (4) ◽  
pp. 721-736 ◽  
Author(s):  
Harvey Segur

The method of solution of the Korteweg–de Vries equation outlined by Gardneret al.(1967) is exploited to solve the equation. A convergent series representation of the solution is obtained, and previously known aspects of the solution are related to this general form. Asymptotic properties of the solution, valid for large time, are examined. Several simple methods of obtaining approximate asymptotic results are considered.


1968 ◽  
Vol 5 (1) ◽  
pp. 72-83 ◽  
Author(s):  
M. S. Ali Khan ◽  
J. Gani

Moran's [1] early investigations into the theory of storage systems began in 1954 with a paper on finite dams; the inputs flowing into these during consecutive annual time-intervals were assumed to form a sequence of independent and identically distributed random variables. Until 1963, storage theory concentrated essentially on an examination of dams, both finite and infinite, fed by inputs (discrete or continuous) which were additive. For reviews of the literature in this field up to 1963, the reader is referred to Gani [2] and Prabhu [3].


2020 ◽  
Vol 117 (23) ◽  
pp. 13084-13093 ◽  
Author(s):  
Mostafa Safaie ◽  
Maria-Teresa Jurado-Parras ◽  
Stefania Sarno ◽  
Jordane Louis ◽  
Corane Karoutchi ◽  
...  

How animals adapt their behavior according to regular time intervals between events is not well understood, especially when intervals last several seconds. One possibility is that animals use disembodied internal neuronal representations of time to decide when to initiate a given action at the end of an interval. However, animals rarely remain immobile during time intervals but tend to perform stereotyped behaviors, raising the possibility that motor routines improve timing accuracy. To test this possibility, we used a task in which rats, freely moving on a motorized treadmill, could obtain a reward if they approached it after a fixed interval. Most animals took advantage of the treadmill length and its moving direction to develop, by trial-and-error, the same motor routine whose execution resulted in the precise timing of their reward approaches. Noticeably, when proficient animals did not follow this routine, their temporal accuracy decreased. Then, naïve animals were trained in modified versions of the task designed to prevent the development of this routine. Compared to rats trained in the first protocol, these animals didn’t reach a comparable level of timing accuracy. Altogether, our results indicate that timing accuracy in rats is improved when the environment affords cues that animals can incorporate into motor routines.


1996 ◽  
Vol 28 (02) ◽  
pp. 426-462 ◽  
Author(s):  
Charles M. Goldie ◽  
Ross A. Maller

Point-process and other techniques are used to make a comprehensive investigation of the almost-sure behaviour of partial maxima(the rth largest among a sample ofni.i.d. random variables), partial record valuesand differences and quotients involving them. In particular, we obtain characterizations of such asymptotic properties asa.s. for some finite constantc, ora.s. for some constantcin [0,∞], which tell us, in various ways, how quickly the sequences increase. These characterizations take the form of integral conditions on the tail ofF,which furthermore characterize such properties as stability and relative stability of the sequence of maxima. We also develop their relation to the large-sample behaviour of trimmed sums, and discuss some statistical applications.


1989 ◽  
Vol 21 (3) ◽  
pp. 526-542 ◽  
Author(s):  
Henk Brozius

A sequence Xn, 1 of independent and identically distributed random vectors is considered. Under a condition of regular variation, the number of vertices of the convex hull of {X1, …, Xn} converges in distribution to the number of vertices of the convex hull of a certain Poisson point process. In this paper, it is proved without sharpening the conditions that the expectation of this number also converges; expressions are found for its limit, generalizing results of Davis et al. (1987). We also present some results concerning other quantities of interest, such as area and perimeter of the convex hull and the probability that a given point belongs to the convex hull.


1968 ◽  
Vol 5 (01) ◽  
pp. 72-83 ◽  
Author(s):  
M. S. Ali Khan ◽  
J. Gani

Moran's [1] early investigations into the theory of storage systems began in 1954 with a paper on finite dams; the inputs flowing into these during consecutive annual time-intervals were assumed to form a sequence of independent and identically distributed random variables. Until 1963, storage theory concentrated essentially on an examination of dams, both finite and infinite, fed by inputs (discrete or continuous) which were additive. For reviews of the literature in this field up to 1963, the reader is referred to Gani [2] and Prabhu [3].


2014 ◽  
Vol 2014 ◽  
pp. 1-7
Author(s):  
Grine Azedine

We consider a sequence(Xi,Yi)1⩽i⩽nof independent and identically distributed random variables with joint cumulative distribution H(x,y), which has exponential marginalsF(x)andG(y)with parameterλ=1. We also assume thatXi(ω)≠Yi(ω),∀i∈N, andω∈Ω. We denoteRk(j)k⩾1andSk(j)k⩾1by the sequences of thejth records in the sequences(Xi)1⩽i⩽n,(Yi)1⩽i⩽n, respectively. The main result of of the paper is to prove the asymptotic independence ofRk(j)k⩾1andSk(j)k⩾1using the property of stopping time of thejth record times and that of the exponential distribution.


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