Drexel dragonThe Math ForumDonate to the Math Forum



Search All of the Math Forum:

Views expressed in these public forums are not endorsed by Drexel University or The Math Forum.


Math Forum » Discussions » sci.math.* » sci.math.independent

Topic: problem on record-breaking values in probability
Replies: 14   Last Post: Apr 14, 2013 11:36 PM

Advanced Search

Back to Topic List Back to Topic List Jump to Tree View Jump to Tree View   Messages: [ Previous | Next ]
David Petry

Posts: 1,100
Registered: 12/8/04
Re: problem on record-breaking values in probability
Posted: Apr 14, 2013 11:36 PM
  Click to see the message monospaced in plain text Plain Text   Click to reply to this topic Reply

On Wednesday, February 27, 2013 2:31:48 AM UTC-8, David Bernier wrote:

> uniform r.v.s on [0, 1] ... X_1, X_2, X_3, ad infinitum

> For each go, (or sequence) I define its 1st record-breaking value
> as R(1) as X_1, its 2nd record-breaking value R(2) as the
> value taken by X_n for the smallest n with X_n > X_1, and in general
> R(k+1) as the value taken by the smallest n with X_n > R(k), for
> k = 2, 3, 4, 5, ...


> So, I'm wondering about the asymptotics of 1 - R(k) for very
> large k. Of course, R(k) is a andom variable with a
> probability distribution. Can we say something about the
> asymptotics of 1 - R(k) for large k?


Wouldn't the probability distribution for 1-R(k) be very very closely related to the probability distribution for the product of 'k' uniformly distributed random variables?



Point your RSS reader here for a feed of the latest messages in this topic.

[Privacy Policy] [Terms of Use]

© Drexel University 1994-2014. All Rights Reserved.
The Math Forum is a research and educational enterprise of the Drexel University School of Education.