Universität zu Köln

Franke, Jasper, Wergen, Gregor and Krug, Joachim ORCID: 0000-0002-2143-6490 (2010). Records and sequences of records from random variables with a linear trend. J. Stat. Mech.-Theory Exp.. BRISTOL: IOP PUBLISHING LTD. ISSN 1742-5468

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Abstract

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 nth 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.

Item Type:	Journal Article
Creators:	Creators Email ORCID ORCID Put Code Franke, Jasper UNSPECIFIED UNSPECIFIED UNSPECIFIED Wergen, Gregor UNSPECIFIED UNSPECIFIED UNSPECIFIED Krug, Joachim UNSPECIFIED orcid.org/0000-0002-2143-6490 UNSPECIFIED
URN:	urn:nbn:de:hbz:38-495895
DOI:	10.1088/1742-5468/2010/10/P10013
Journal or Publication Title:	J. Stat. Mech.-Theory Exp.
Date:	2010
Publisher:	IOP PUBLISHING LTD
Place of Publication:	BRISTOL
ISSN:	1742-5468
Language:	English
Faculty:	Unspecified
Divisions:	Unspecified
Subjects:	no entry
Uncontrolled Keywords:	Keywords Language BREAKING RECORDS; STATISTICS; EVOLUTION Multiple languages Mechanics; Physics, Mathematical Multiple languages
URI:	http://kups.ub.uni-koeln.de/id/eprint/49589