d-records in geometrically distributed random variables

We study d–records in sequences generated by independent geometric random variables and derive explicit and asymptotic formulæ for expectation and variance. Informally speaking, a d–record occurs, when one computes the d–largest values, and the variable maintaining it changes its value while...

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Bibliographic Details
Main Author: Helmut Prodinger
Format: Article
Language:English
Published: Discrete Mathematics & Theoretical Computer Science 2006-01-01
Series:Discrete Mathematics & Theoretical Computer Science
Online Access:http://www.dmtcs.org/dmtcs-ojs/index.php/dmtcs/article/view/543
Description
Summary:We study d–records in sequences generated by independent geometric random variables and derive explicit and asymptotic formulæ for expectation and variance. Informally speaking, a d–record occurs, when one computes the d–largest values, and the variable maintaining it changes its value while the sequence is scanned from left to right. This is done for the “strict model,” but a “weak model” is also briefly investigated. We also discuss the limit q → 1(q the parameter of the geometric distribution), which leads to the model of random permutations.
ISSN:1462-7264
1365-8050